Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.01%
decreased by 0.97%
1 Week
25.21%
decreased by 0.77%
1 Month
25.94%
decreased by 0.04%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0334 | 11.16 | |
| 0.8803 | 221.85 | |
| 0.0915 | 18.61 | |
| 0.0084 | 7.45 | |
| 0.0167 | 7.10 | |
| 0.9791 | 336.46 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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