Wilshire 5000 Total Market Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.40% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 2.10 | |
| 0.1583 | 39.60 | |
| 0.9721 | 877.35 | |
| -0.1222 | -34.01 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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