Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
30.26%
decreased by 0.56%
1 Week
30.04%
decreased by 0.78%
1 Month
29.25%
decreased by 1.57%
Analysis last updated: Friday, May 15, 2026 at 12:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9853 | 9.51 | |
| 0.0703 | 30.77 | |
| 0.9840 | 535.93 | |
| 7.9368 | 4.81 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
Other GAS-GARCH Student T Analyses on Equity Indices