V-Lab
V-Lab
Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 11th, 2024:18.51% (-0.53%)

Analysis last updated: Thursday, October 10, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average GJR-GARCH
paramt-stat
ω0.039418.20
α0.027510.51
β0.9083366.10
γ0.090814.68
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts