Dow Jones Transportation Average APARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:14.96% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 23.51 | |
| 0.0670 | 25.64 | |
| 0.9182 | 365.39 | |
| 0.4361 | 14.62 | |
| 1.5802 | 41.96 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
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