V-Lab
V-Lab
Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 20th, 2025:28.84% (-1.12%)
Analysis last updated: Monday, May 19, 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
ω0.036817.76
α0.02479.59
β0.9140382.42
γ0.088415.13
Estimation Period:
Jan 2, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts