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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2433	7.89***
α ARCH Response to squared shocks	0.1066	10.18***
β GARCH Volatility persistence	0.8595	69.61***

γ₁	0.0891	6.28***
γ₂	-0.1399	-6.14***
γ₃	0.0806	5.06***
γ₄	-0.0598	-4.18***
γ₅	0.0668	3.67***
γ₆	-0.0760	-2.51**

V-Lab

FT Wilshire 5000 Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FT Wilshire 5000 Index Analyses