V-Lab
V-Lab
Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:11.52% (-0.38%)

Analysis last updated: Tuesday, February 4, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average GJR-GARCH
paramt-stat
ω0.023020.90
α0.01266.08
β0.8942435.12
γ0.139825.40
Estimation Period:
Jan 1, 1990 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts