V-Lab
V-Lab
Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 20th, 2025:27.04% (-1.06%)
Analysis last updated: Monday, May 19, 2025 at 09:13 PM UTC
Date Range:

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graph of Dow Jones Transportation Average MF2-GARCH
paramt-stat
m71
α0.02449.22
β0.8875234.24
γ0.097720.85
λ10.00906.85
λ20.01746.65
λ30.9781299.47
Estimation Period:
Jan 2, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts