Dow Jones Transportation Average AGARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:14.87% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 5.88 | |
| 0.0705 | 35.40 | |
| 0.9061 | 394.47 | |
| 0.6731 | 24.63 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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