Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.93% (+4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9474 | 9.76 | |
| 0.0698 | 30.53 | |
| 0.9836 | 534.28 | |
| 7.9965 | 4.72 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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