V-Lab
V-Lab
Dow Jones Transportation Average AGARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:19.44% (+0.18%)
Analysis last updated: Thursday, July 10, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average AGARCH
paramt-stat
ω0.01645.97
α0.070335.00
β0.9067393.86
γ0.665424.14
Estimation Period:
Jan 2, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts