Wilshire 5000 Total Market Index APARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:13.78% (-0.81%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0277 | 36.61 | |
0.0889 | 32.99 | |
0.9032 | 408.30 | |
0.7941 | 21.94 | |
1.0787 | 41.49 |
Estimation Period:
Jan 1, 1990 to Jun 20, 2025
Jan 1, 1990 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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