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 Monday, November 17th, 2025:18.61% (-0.51%)

Analysis last updated: Friday, November 14, 2025 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0244	9.26
$β$	0.8873	238.46
$γ$	0.0981	21.29
$λ_{1}$	0.0088	7.05
$λ_{2}$	0.0162	6.86
$λ_{3}$	0.9792	326.94

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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