V-Lab
Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:25.32% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9604 | 9.49 | |
| 0.0687 | 30.88 | |
| 0.9844 | 545.68 | |
| 8.0576 | 4.64 |
Estimation Period:
Jan 2, 1990 to Aug 22, 2025
Jan 2, 1990 to Aug 22, 2025
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