Dow Jones Transportation Average APARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
22.19%
decreased by 0.76%
1 Week
22.25%
decreased by 0.70%
1 Month
22.46%
decreased by 0.49%
Analysis last updated: Friday, April 3, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 23.62 | |
| 0.0686 | 26.97 | |
| 0.9166 | 367.95 | |
| 0.4197 | 15.22 | |
| 1.5863 | 41.80 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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