V-Lab
V-Lab
Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:36.42% (-0.15%)
Analysis last updated: Wednesday, April 16, 2025 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Industrial Average GJR-GARCH
paramt-stat
ω0.021522.52
α0.01134.93
β0.8922451.51
γ0.154425.73
Estimation Period:
Jan 1, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts