Wilshire 5000 Total Market Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:13.10% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.04 | |
| 0.1071 | 27.90 | |
| 0.8646 | 216.21 | |
| 0.5709 | 14.90 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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