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Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:25.94% (+7.59%)
Analysis last updated: Friday, October 10, 2025 at 09:51 PM UTC
Date Range:

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graph of Dow Jones Transportation Average MF2-GARCH
paramt-stat
m71
α0.02449.23
β0.8867237.21
γ0.098821.35
λ10.00877.04
λ20.01636.91
λ30.9792328.59
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts