V-Lab
V-Lab
Dow Jones Transportation Average Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:18.74% (+0.74%)

Analysis last updated: Tuesday, October 3, 2023 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average AMEM
paramt-stat
ω0.031726.65
α0.081231.19
β0.8529400.82
γ0.097818.71
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts