V-Lab
V-Lab
Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:17.76% (-0.31%)

Analysis last updated: Friday, November 22, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Transportation Average GJR-GARCH
paramt-stat
ω0.039018.24
α0.026710.45
β0.9100372.03
γ0.089314.75
Estimation Period:
Jan 2, 1990 to Nov 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts