Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.32% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9519 | 9.73 | |
| 0.0697 | 30.59 | |
| 0.9837 | 534.60 | |
| 7.9865 | 4.73 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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