Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:17.59% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9399 | 9.71 | |
| 0.0695 | 30.63 | |
| 0.9838 | 536.70 | |
| 8.0219 | 4.68 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
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