V-Lab
V-Lab
Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 18th, 2024:11.19% (-0.36%)

Analysis last updated: Tuesday, September 17, 2024 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average GJR-GARCH
paramt-stat
ω0.022720.98
α0.01316.10
β0.8943432.02
γ0.139125.66
Estimation Period:
Jan 1, 1990 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts