Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:31.27% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0251 | 9.64 | |
| 0.8867 | 238.18 | |
| 0.0979 | 21.41 | |
| 0.0085 | 7.17 | |
| 0.0160 | 7.03 | |
| 0.9797 | 341.82 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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