Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.42% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 18.59 | |
| 0.0261 | 10.30 | |
| 0.9106 | 377.37 | |
| 0.0899 | 15.32 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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