V-Lab
V-Lab
Dow Jones Transportation Average EGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:24.69% (-1.42%)

Analysis last updated: Friday, March 24, 2023, 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Transportation Average EGARCH
paramt-stat
ω0.01688.86
α0.143029.63
β0.97911012.55
γ-0.0712-16.07
Estimation Period:
Jan 2, 1990 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts