V-Lab
Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:33.09% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 17.91 | |
| 0.0252 | 9.78 | |
| 0.9128 | 379.09 | |
| 0.0888 | 15.05 |
Estimation Period:
Jan 2, 1990 to May 2, 2025
Jan 2, 1990 to May 2, 2025
News Impact Curve
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