V-Lab
V-Lab
Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 12th, 2025:28.77% (+4.65%)

Analysis last updated: Tuesday, March 11, 2025 at 09:12 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Dow Jones Transportation Average GJR-GARCH
paramt-stat
ω0.038618.26
α0.026610.53
β0.9108375.88
γ0.088014.70
Estimation Period:
Jan 2, 1990 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts