Wilshire 5000 Total Market Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:12.58% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 2.18 | |
| 0.1597 | 39.54 | |
| 0.9724 | 891.29 | |
| -0.1215 | -33.50 |
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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