V-Lab
V-Lab
Dow Jones Transportation Average EGARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:22.25% (-1.06%)

Analysis last updated: Friday, November 25, 2022, 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average EGARCH
paramt-stat
ω0.01708.84
α0.143929.50
β0.97901003.04
γ-0.0718-16.04
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts