V-Lab
V-Lab
Dow Jones Transportation Average Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:18.73% (-0.39%)

Analysis last updated: Tuesday, April 23, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average AMEM
paramt-stat
ω0.032126.95
α0.081831.60
β0.8522403.12
γ0.097418.72
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts