Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:16.98% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9342 | 9.75 | |
| 0.0694 | 30.54 | |
| 0.9837 | 536.07 | |
| 7.9941 | 4.71 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
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