V-Lab
V-Lab
Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:15.70% (-0.70%)
Analysis last updated: Friday, May 30, 2025 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average GJR-GARCH
paramt-stat
ω0.023020.81
α0.01175.65
β0.8945436.33
γ0.141625.71
Estimation Period:
Jan 1, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts