V-Lab
V-Lab
Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:18.89% (+0.23%)
Analysis last updated: Friday, September 12, 2025 at 09:18 PM UTC
Date Range:

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graph of Dow Jones Transportation Average MF2-GARCH
paramt-stat
m71
α0.02429.09
β0.8871236.49
γ0.098321.21
λ10.00886.93
λ20.01676.83
λ30.9788317.57
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts