Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.74% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 18.25 | |
| 0.0246 | 9.61 | |
| 0.9125 | 381.64 | |
| 0.0898 | 15.48 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices