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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0396	19.54***
α ARCH Response to squared shocks	0.0326	11.15***
β GARCH Volatility persistence	0.9076	364.79***
γ leverage Additional response to negative shocks	0.0831	13.73***

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Dow Jones Transportation Average GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Transportation Average Analyses