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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0427	22.42***
α ARCH Response to squared shocks	0.0841	32.53***
β GARCH Volatility persistence	0.8956	327.21***

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Dow Jones Transportation Average GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Transportation Average Analyses