Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
24.41%
increased by 0.65%
1 Week
24.34%
increased by 0.58%
1 Month
24.09%
increased by 0.33%
Analysis last updated: Thursday, April 2, 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 | |
|---|---|---|
| 1.9464 | 9.77 | |
| 0.0696 | 30.59 | |
| 0.9836 | 535.45 | |
| 7.9783 | 4.73 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
Other GAS-GARCH Student T Analyses on Equity Indices