Dow Jones Transportation Average MEM Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:18.60% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 9.49 | |
| 0.1559 | 44.22 | |
| 0.8257 | 346.07 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices