Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:18.48% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9428 | 9.69 | |
| 0.0696 | 30.60 | |
| 0.9838 | 535.24 | |
| 8.0133 | 4.69 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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