V-Lab
V-Lab
Dow Jones Transportation Average AGARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:18.15% (+0.42%)
Analysis last updated: Wednesday, September 17, 2025 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average AGARCH
paramt-stat
ω0.01645.98
α0.070235.10
β0.9068395.29
γ0.666024.18
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts