V-Lab
V-Lab
Dow Jones Transportation Average AGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:23.25% (-1.02%)

Analysis last updated: Friday, March 24, 2023, 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average AGARCH
paramt-stat
ω0.01695.73
α0.076134.30
β0.8994364.71
γ0.671224.41
Estimation Period:
Jan 2, 1990 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts