Dow Jones Transportation Average GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:18.48% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 21.94 | |
| 0.0818 | 32.25 | |
| 0.8985 | 332.79 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
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