Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:20.59% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9413 | 9.76 | |
| 0.0696 | 30.47 | |
| 0.9836 | 533.98 | |
| 7.9894 | 4.72 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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