V-Lab
V-Lab
Dow Jones Transportation Average Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:26.59% (-0.71%)
Analysis last updated: Friday, May 9, 2025 at 09:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average AMEM
paramt-stat
ω0.034428.43
α0.087132.95
β0.8463400.73
γ0.096318.15
Estimation Period:
Jan 2, 1990 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts