V-Lab
V-Lab
Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:23.10% (-0.93%)

Analysis last updated: Friday, November 25, 2022, 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average GJR-GARCH
paramt-stat
ω0.040717.82
α0.028210.25
β0.9044347.44
γ0.097314.74
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts