Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:31.40% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 18.62 | |
| 0.0260 | 10.27 | |
| 0.9109 | 380.17 | |
| 0.0897 | 15.39 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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