V-Lab
V-Lab
Dow Jones Transportation Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:16.74% (+0.08%)
Analysis last updated: Thursday, September 18, 2025 at 09:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average GAS-GARCH-T
paramt-stat
ω1.94639.60
α0.068930.75
β0.9841542.52
ν8.03784.66
Estimation Period:
Jan 2, 1990 to Sep 12, 2025