Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:17.75% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9418 | 9.67 | |
| 0.0692 | 30.59 | |
| 0.9838 | 535.85 | |
| 8.0010 | 4.69 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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