Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:19.40% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9420 | 9.68 | |
| 0.0693 | 30.59 | |
| 0.9838 | 535.83 | |
| 8.0097 | 4.68 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
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