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Dow Jones Transportation Average GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:16.97% (-0.32%)
Analysis last updated: Tuesday, November 11, 2025 at 10:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Dow Jones Transportation Average GARCH
paramt-stat
ω0.040821.94
α0.081732.25
β0.8986333.06
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts