Dow Jones Transportation Average APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.86% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 23.55 | |
| 0.0688 | 26.87 | |
| 0.9163 | 364.61 | |
| 0.4199 | 15.21 | |
| 1.5883 | 41.65 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices