V-Lab: Dow Jones Transportation Average MF2-GARCH Volatility Analysis

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V-Lab

Dow Jones Transportation Average MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:17.42% (-0.39%)

Analysis last updated: Friday, December 5, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0242	9.18
$β$	0.8872	238.50
$γ$	0.0985	21.39
$λ_{1}$	0.0088	7.04
$λ_{2}$	0.0162	6.88
$λ_{3}$	0.9792	327.94

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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