V-Lab
V-Lab
Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:15.00% (-0.60%)

Analysis last updated: Monday, January 13, 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
ω0.022920.87
α0.01266.10
β0.8944435.86
γ0.139525.37
Estimation Period:
Jan 1, 1990 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts