Dow Jones Transportation Average MEM Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:21.02% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 9.43 | |
| 0.1555 | 44.16 | |
| 0.8264 | 346.35 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices