Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
21.13%
decreased by 0.03%
1 Week
21.42%
increased by 0.26%
1 Month
22.38%
increased by 1.22%
Analysis last updated: Wednesday, April 15, 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 | |
|---|---|---|
| 71 | ||
| 0.0251 | 9.69 | |
| 0.8872 | 239.13 | |
| 0.0972 | 21.37 | |
| 0.0084 | 7.19 | |
| 0.0159 | 7.05 | |
| 0.9798 | 344.99 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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