V-Lab
V-Lab
Dow Jones Transportation Average APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:22.44% (-0.21%)

Analysis last updated: Friday, April 26, 2024 at 09:10 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Dow Jones Transportation Average APARCH
paramt-stat
ω0.035123.43
α0.070026.14
β0.9142350.66
γ0.416914.83
δ1.614040.77
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts