V-Lab
V-Lab
Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:17.94% (+1.24%)

Analysis last updated: Thursday, September 19, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average GAS-GARCH-T
paramt-stat
ω1.928410.04
α0.069430.94
β0.9842553.56
ν84.41
Estimation Period:
Jan 2, 1990 to Sep 13, 2024