Dow Jones Transportation Average GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:15.19% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 21.96 | |
| 0.0816 | 32.31 | |
| 0.8987 | 333.83 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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