Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
27.06%
decreased by 1.05%
1 Week
27.09%
decreased by 1.02%
1 Month
27.21%
decreased by 0.90%
Analysis last updated: Saturday, May 23, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0331 | 11.09 | |
| 0.8813 | 221.78 | |
| 0.0910 | 18.52 | |
| 0.0082 | 7.53 | |
| 0.0165 | 7.14 | |
| 0.9794 | 344.27 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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