Wilshire 5000 Total Market Index EGARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
20.85%
increased by 2.81%
1 Week
9.13%
decreased by 8.91%
1 Month
4.18%
decreased by 13.86%
Analysis last updated: Saturday, March 28, 2026 at 02:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 2.09 | |
| 0.1584 | 39.61 | |
| 0.9721 | 877.34 | |
| -0.1222 | -33.99 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
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