Wilshire 5000 Total Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:16.20% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3359 | 5.85 | |
| 0.0876 | 41.03 | |
| 0.9909 | 589.44 | |
| 7.4838 | 6.99 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
Other Wilshire 5000 Total Market Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices