Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, March 25th, 2026
1 Day
24.30%
decreased by 0.76%
1 Week
24.25%
decreased by 0.81%
1 Month
24.23%
decreased by 0.83%
Analysis last updated: Wednesday, March 25, 2026 at 02:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0252 | 9.71 | |
| 0.8865 | 237.17 | |
| 0.0976 | 21.35 | |
| 0.0085 | 7.15 | |
| 0.0160 | 7.02 | |
| 0.9796 | 340.85 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
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