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	param	t-stat
$ω$	0.0388	18.36
$α$	0.0248	9.67
$β$	0.9115	377.92
$γ$	0.0909	15.55

V-Lab

Dow Jones Transportation Average GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2026:19.26% (-0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dow Jones Transportation Average Analyses