Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:18.79% (+3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9453 | 9.64 | |
| 0.0696 | 30.51 | |
| 0.9838 | 533.21 | |
| 7.9891 | 4.71 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
Other GAS-GARCH Student T Analyses on Equity Indices