Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.13% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0252 | 9.68 | |
| 0.8862 | 236.90 | |
| 0.0982 | 21.42 | |
| 0.0086 | 7.14 | |
| 0.0161 | 7.01 | |
| 0.9796 | 338.95 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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