Dow Jones Transportation Average APARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
23.82%
increased by 0.21%
1 Week
23.83%
increased by 0.22%
1 Month
23.84%
increased by 0.23%
Analysis last updated: Saturday, April 18, 2026 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0341 | 23.54 | |
| 0.0691 | 27.65 | |
| 0.9167 | 373.42 | |
| 0.4099 | 15.45 | |
| 1.5855 | 41.58 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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