V-Lab
V-Lab
Dow Jones Transportation Average APARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:17.90% (+0.13%)

Analysis last updated: Tuesday, October 3, 2023 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average APARCH
paramt-stat
ω0.035623.32
α0.071126.25
β0.9128344.98
γ0.415014.92
δ1.622640.64
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts