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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0625	7.11***
α ARCH Response to squared shocks	0.1071	9.82***
β GARCH Volatility persistence	0.8556	66.26***

γ₁	0.0496	1.67*
γ₂	-0.0108	-0.23
γ₃	-0.1272	-3.86***
γ₄	0.1725	5.89***
γ₅	-0.1589	-6.02***
γ₆	0.1243	4.04***
γ₇	-0.0556	-1.72*
γ₈	-0.0003	-0.01

V-Lab

FT Wilshire 5000 Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FT Wilshire 5000 Index Analyses