Wilshire 5000 Total Market Index GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:14.28% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 22.27 | |
| 0.1072 | 43.59 | |
| 0.8785 | 372.70 |
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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