V-Lab
V-Lab
Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:48.44% (-2.16%)
Analysis last updated: Thursday, April 17, 2025 at 09:17 PM UTC
Date Range:

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graph of Dow Jones Transportation Average MF2-GARCH
paramt-stat
m71
α0.02519.49
β0.8858232.79
γ0.098420.89
λ10.00916.89
λ20.01766.71
λ30.9777297.37
Estimation Period:
Jan 2, 1990 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts