V-Lab
V-Lab
Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:24.26% (-0.98%)

Analysis last updated: Friday, March 24, 2023, 10:21 PM UTC

Date Range:

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graph of Dow Jones Transportation Average MF2-GARCH
paramt-stat
m71
α0.02679.68
β0.8744207.66
γ0.107420.88
λ10.01155.66
λ20.02495.58
λ30.9693176.10
Estimation Period:
Jan 2, 1990 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts