Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
22.28%
decreased by 0.72%
1 Week
22.31%
decreased by 0.69%
1 Month
22.43%
decreased by 0.57%
Analysis last updated: Friday, April 3, 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 | |
|---|---|---|
| 0.0390 | 18.65 | |
| 0.0260 | 10.31 | |
| 0.9110 | 380.38 | |
| 0.0893 | 15.38 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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