V-Lab
V-Lab
Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:20.00% (-0.38%)

Analysis last updated: Friday, July 26, 2024 at 09:04 PM UTC

Date Range:

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graph of Dow Jones Transportation Average MF2-GARCH
paramt-stat
m71
α0.02659.92
β0.8748205.06
γ0.104620.87
λ10.01255.42
λ20.02615.22
λ30.9673155.32
Estimation Period:
Jan 2, 1990 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts