Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
35.47%
decreased by 2.06%
1 Week
35.13%
decreased by 2.40%
1 Month
33.88%
decreased by 3.65%
Analysis last updated: Saturday, May 9, 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
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