Skip to main content
V-Lab
V-Lab
Dow Jones Transportation Average APARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:17.82% (-0.56%)
Analysis last updated: Tuesday, November 4, 2025 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average APARCH
paramt-stat
ω0.033623.40
α0.067125.82
β0.9181365.47
γ0.430114.59
δ1.588741.81
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts