V-Lab
V-Lab
Dow Jones Transportation Average Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:17.12% (-1.06%)

Analysis last updated: Tuesday, May 7, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average AMEM
paramt-stat
ω0.032026.95
α0.081731.59
β0.8523403.37
γ0.097318.71
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts