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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0281	36.69***
α ARCH Response to squared shocks	0.0887	33.00***
β GARCH Volatility persistence	0.9030	408.04***
γ leverage Additional response to negative shocks	0.8056	22.07***
δ power Transformation power	1.0717	41.76***

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FT Wilshire 5000 Index APARCH Volatility Analysis

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Volatility Forecast

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Other FT Wilshire 5000 Index Analyses