V-Lab
V-Lab
Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:20.34% (-0.50%)

Analysis last updated: Tuesday, February 4, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average GJR-GARCH
paramt-stat
ω0.038718.23
α0.026710.55
β0.9104374.02
γ0.088514.72
Estimation Period:
Jan 2, 1990 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts