Dow Jones Transportation Average MEM Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:20.80% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 9.49 | |
| 0.1558 | 44.22 | |
| 0.8258 | 346.55 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices