V-Lab
V-Lab
Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:30.74% (-0.74%)
Analysis last updated: Thursday, May 8, 2025 at 09:13 PM UTC
Date Range:

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graph of Dow Jones Transportation Average MF2-GARCH
paramt-stat
m71
α0.02529.47
β0.8851232.74
γ0.098520.94
λ10.00906.89
λ20.01746.81
λ30.9780305.45
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts