Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
45.76%
increased by 8.35%
1 Week
45.20%
increased by 7.79%
1 Month
43.15%
increased by 5.74%
Analysis last updated: Thursday, April 23, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9704 | 9.62 | |
| 0.0697 | 30.65 | |
| 0.9840 | 539.75 | |
| 7.9955 | 4.74 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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