Dow Jones Transportation Average Asy. MEM Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
43.37%
decreased by 3.07%
1 Week
42.81%
decreased by 3.63%
1 Month
40.75%
decreased by 5.69%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 30.00 | |
| 0.1004 | 27.05 | |
| 0.8396 | 355.00 | |
| 0.0845 | 13.75 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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