V-Lab
Wilshire 5000 Total Market Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:13.85% (-1.02%)
Analysis last updated: Friday, January 27, 2023, 11:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 25.30 | |
| 0.2090 | 31.26 | |
| 0.7712 | 110.67 | |
| 0.3692 | 17.52 | |
| 0.8737 | 17.45 |
Estimation Period:
Mar 31, 2009 to Jan 27, 2023
Mar 31, 2009 to Jan 27, 2023
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