Dow Jones Transportation Average EGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:30.54% (+4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 9.16 | |
| 0.1369 | 30.83 | |
| 0.9800 | 1,064.08 | |
| -0.0679 | -16.58 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
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