Dow Jones Transportation Average GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:27.26% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 22.02 | |
| 0.0817 | 32.60 | |
| 0.8987 | 336.36 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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