V-Lab
V-Lab
Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:20.09% (+1.04%)
Analysis last updated: Monday, July 7, 2025 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average GJR-GARCH
paramt-stat
ω0.037618.06
α0.02479.57
β0.9130381.22
γ0.089315.27
Estimation Period:
Jan 2, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts