V-Lab: Dow Jones Transportation Average MF2-GARCH Volatility Analysis

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V-Lab

Dow Jones Transportation Average MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 22nd, 2025:20.58% (-0.62%)

Analysis last updated: Tuesday, October 21, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0244	9.22
$β$	0.8872	238.42
$γ$	0.0984	21.33
$λ_{1}$	0.0087	7.06
$λ_{2}$	0.0162	6.92
$λ_{3}$	0.9793	331.64

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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