V-Lab
V-Lab
Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:23.70% (-0.83%)

Analysis last updated: Friday, November 25, 2022, 11:05 PM UTC

Date Range:

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graph of Dow Jones Transportation Average MF2-GARCH
paramt-stat
m71
α0.02669.56
β0.8746209.60
γ0.107920.91
λ10.01145.74
λ20.02455.65
λ30.9698181.64
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts