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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0370	9.54***
α ARCH Response to squared shocks	0.1571	44.73***
β GARCH Volatility persistence	0.8247	350.50***

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Dow Jones Transportation Average MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Transportation Average Analyses