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

V-Lab

Dow Jones Transportation Average MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:18.53% (+0.37%)

Analysis last updated: Wednesday, September 17, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0242	9.09
$β$	0.8871	236.49
$γ$	0.0983	21.21
$λ_{1}$	0.0088	6.93
$λ_{2}$	0.0167	6.83
$λ_{3}$	0.9788	317.57

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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