V-Lab
V-Lab
Dow Jones Transportation Average APARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:30.70% (-1.04%)
Analysis last updated: Friday, May 9, 2025 at 09:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average APARCH
paramt-stat
ω0.033523.28
α0.067225.79
β0.9180363.15
γ0.425314.51
δ1.596441.63
Estimation Period:
Jan 2, 1990 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts