V-Lab
V-Lab
Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, April 16th, 2025:37.93% (-1.58%)
Analysis last updated: Tuesday, April 15, 2025 at 09:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average GAS-GARCH-T
paramt-stat
ω1.97679.14
α0.069730.21
β0.9845521.70
ν8.10824.53
Estimation Period:
Jan 2, 1990 to Apr 11, 2025