Dow Jones Transportation Average AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:16.85% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 6.14 | |
| 0.0706 | 35.25 | |
| 0.9060 | 392.73 | |
| 0.6642 | 24.24 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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