Dow Jones Transportation Average MEM Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:24.57% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 9.42 | |
| 0.1556 | 44.17 | |
| 0.8264 | 346.65 |
Estimation Period:
Jan 2, 1990 to Nov 26, 2025
Jan 2, 1990 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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