V-Lab
V-Lab
Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:18.45% (+0.27%)

Analysis last updated: Friday, November 22, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average GAS-GARCH-T
paramt-stat
ω1.92769.82
α0.068830.76
β0.9842543.17
ν84.44
Estimation Period:
Jan 2, 1990 to Nov 22, 2024