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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0346	23.44***
α ARCH Response to squared shocks	0.0740	26.84***
β GARCH Volatility persistence	0.9136	356.72***
γ leverage Additional response to negative shocks	0.3645	14.06***
δ power Transformation power	1.5666	41.15***

V-Lab

Dow Jones Transportation Average APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Transportation Average Analyses