V-Lab
V-Lab

Wilshire 5000 Total Market Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:18.68% (+1.23%)

Analysis last updated: Tuesday, April 23, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wilshire 5000 Total Market Index APMEM
paramt-stat
ω0.039125.76
α0.205532.50
β0.7742117.24
γ0.364618.34
δ0.886318.43
Estimation Period:
Mar 31, 2009 to Nov 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts