V-Lab
V-Lab
Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:17.89% (-0.29%)

Analysis last updated: Friday, November 22, 2024 at 10:13 PM UTC

Date Range:

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graph of Dow Jones Transportation Average MF2-GARCH
paramt-stat
m71
α0.02609.99
β0.8761204.13
γ0.102020.49
λ10.01275.27
λ20.02625.10
λ30.9672151.15
Estimation Period:
Jan 2, 1990 to Nov 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts