Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
28.68%
decreased by 1.53%
1 Week
28.50%
decreased by 1.71%
1 Month
27.84%
decreased by 2.37%
Analysis last updated: Saturday, May 16, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9747 | 9.61 | |
| 0.0703 | 30.69 | |
| 0.9837 | 534.05 | |
| 7.9205 | 4.82 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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