Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:24.13% (+7.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 18.21 | |
| 0.0249 | 9.67 | |
| 0.9120 | 378.88 | |
| 0.0903 | 15.40 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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