V-Lab
V-Lab
Dow Jones Transportation Average AGARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:23.36% (-1.11%)

Analysis last updated: Friday, November 25, 2022, 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average AGARCH
paramt-stat
ω0.01705.71
α0.076434.16
β0.8989361.57
γ0.671924.37
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts