Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:20.58% (-0.62%)
Parameter Estimates
param | t-stat | |
---|---|---|
71 | ||
0.0244 | 9.22 | |
0.8872 | 238.42 | |
0.0984 | 21.33 | |
0.0087 | 7.06 | |
0.0162 | 6.92 | |
0.9793 | 331.64 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
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