Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.78% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9516 | 9.70 | |
| 0.0697 | 30.53 | |
| 0.9837 | 533.44 | |
| 7.9759 | 4.73 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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