Dow Jones Transportation Average GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.90% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 22.02 | |
| 0.0820 | 32.43 | |
| 0.8982 | 332.91 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices