V-Lab
V-Lab
Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:23.32% (-0.51%)

Analysis last updated: Tuesday, March 21, 2023, 10:14 PM UTC

Date Range:

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to

6M ·

1Y ·

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graph of Dow Jones Transportation Average GJR-GARCH
paramt-stat
ω0.040317.86
α0.028310.46
β0.9050351.74
γ0.096414.75
Estimation Period:
Jan 2, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts