Wilshire 5000 Total Market Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:12.62% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 22.48 | |
| 0.1065 | 43.68 | |
| 0.8784 | 372.22 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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