Wilshire Small Cap 250 GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 8.95 | |
| 0.0440 | 9.92 | |
| 0.8839 | 286.06 | |
| 0.1210 | 10.24 |
Estimation Period:
Jan 30, 1990 to Jul 30, 2009
Jan 30, 1990 to Jul 30, 2009
News Impact Curve
Volatility Forecasts
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