Dow Jones Transportation Average GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
20.86%
decreased by 0.29%
1 Week
20.95%
decreased by 0.20%
1 Month
21.23%
increased by 0.08%
Analysis last updated: Saturday, March 28, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 22.04 | |
| 0.0818 | 32.54 | |
| 0.8984 | 334.48 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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