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V-Lab

Wilshire 5000 Total Market Index Asy. MEM Volatility Analysis

Volatility prediction for Friday, July 10th, 2026

1 Day

13.73%

decreased by 1.30%

1 Week

13.88%

decreased by 1.15%

1 Month

14.38%

decreased by 0.65%

Analysis last updated: Sunday, July 12, 2026 at 08:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wilshire 5000 Total Market Index AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 31, 2009 to Jan 2, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 282% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0308
26.31***
α

ARCH

Response to squared shocks

0.0868
9.85***
β

GARCH

Volatility persistence

0.7613
128.26***
γ

leverage

Additional response to negative shocks

0.2447
22.03***

Persistence:

0.971

Half-life:

23 days