Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:23.92% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 18.62 | |
| 0.0261 | 10.29 | |
| 0.9107 | 378.99 | |
| 0.0898 | 15.34 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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