Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:28.25% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9592 | 9.66 | |
| 0.0697 | 30.59 | |
| 0.9838 | 536.13 | |
| 7.9890 | 4.73 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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