Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.10% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 18.47 | |
| 0.0254 | 10.00 | |
| 0.9110 | 377.85 | |
| 0.0906 | 15.48 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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