Wilshire 5000 Total Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:12.75% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3496 | 5.86 | |
| 0.0880 | 41.24 | |
| 0.9910 | 601.71 | |
| 7.5291 | 7.01 |
Estimation Period:
Jan 1, 1990 to Jun 20, 2025
Jan 1, 1990 to Jun 20, 2025
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