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	param	t-stat
$ω$	0.0381	18.18
$α$	0.0244	9.51
$β$	0.9123	380.93
$γ$	0.0905	15.58

V-Lab

Dow Jones Transportation Average GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:14.42% (+0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dow Jones Transportation Average Analyses