V-Lab
V-Lab
Dow Jones Transportation Average AGARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:20.55% (-0.83%)

Analysis last updated: Friday, July 26, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Dow Jones Transportation Average AGARCH
paramt-stat
ω0.01756.23
α0.073734.49
β0.9018375.76
γ0.662924.57
Estimation Period:
Jan 2, 1990 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts