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WILSHIRE SMALL CAP 250 ZERO SLOPE SPLINE-GARCH VOLATILITY GRAPH
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Wilshire Small Cap 250
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Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$2,325.40
Return
:
0.96%
1 Week Pred
:
27.11%
Avg Week Vol
:
27.7%
Avg Month Vol
:
29.48%
1 Month Pred
:
29.02%
Min Vol
:
9.76%
Max Vol
:
134.9%
6 Months Pred
:
33.5%
Avg Vol
:
31.73%
Vol of Vol
:
43.55%
1 Year Pred
:
34.49%
Models
Assets
Analysis on Wilshire Small Cap 250
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH analysis on Equity Indices
Australian Stock Index
Bovespa
BSE India SENSEX 30 Index
Budapest Stock Exchange Index
CAC 40
DAX 30
Dow Jones Industrial Average
Dow Jones South Africa Index
FTSE 100
FTSE MIB
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Karachi Stock Exchange KSE100 Index
Korea Composite Stock Index
MSCI Asia Pacific
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MSCI USA
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NASDAQ 100
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Russell 1000 Growth Index
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Russell 2000
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S&P 500 Composite
Warsaw Stock Exchange WIG Total Return Index
Documentation
Volatility Analysis
Zero Slope Spline-GARCH