V-Lab
V-Lab
Dow Jones Transportation Average APARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:24.05% (-0.57%)

Analysis last updated: Tuesday, March 21, 2023, 10:14 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Dow Jones Transportation Average APARCH
paramt-stat
ω0.035923.31
α0.073526.62
β0.9113339.93
γ0.420314.98
δ1.585540.34
Estimation Period:
Jan 2, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts