V-Lab
V-Lab
Dow Jones Transportation Average Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, July 9th, 2025:22.34% (-1.16%)
Analysis last updated: Tuesday, July 8, 2025 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average AMEM
paramt-stat
ω0.034028.43
α0.085832.88
β0.8481406.75
γ0.095818.34
Estimation Period:
Jan 2, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts