Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:19.38% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 18.25 | |
| 0.0248 | 9.65 | |
| 0.9123 | 380.74 | |
| 0.0899 | 15.47 |
Estimation Period:
Jan 2, 1990 to Nov 26, 2025
Jan 2, 1990 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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