Dow Jones Transportation Average Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
31.75%
decreased by 2.21%
1 Week
31.46%
decreased by 2.50%
1 Month
30.41%
decreased by 3.55%
Analysis last updated: Tuesday, May 12, 2026 at 12:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 30.16 | |
| 0.1004 | 27.99 | |
| 0.8392 | 359.87 | |
| 0.0847 | 14.04 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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