V-Lab
V-Lab
Dow Jones Transportation Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:25.69% (-0.90%)
Analysis last updated: Friday, May 30, 2025 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average GJR-GARCH
paramt-stat
ω0.037317.87
α0.02479.57
β0.9134379.81
γ0.088915.19
Estimation Period:
Jan 2, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts