Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:19.02% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 18.24 | |
| 0.0248 | 9.66 | |
| 0.9124 | 380.94 | |
| 0.0897 | 15.43 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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