Wilshire 5000 Total Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
19.35%
increased by 2.75%
1 Week
8.57%
decreased by 8.03%
1 Month
4.04%
decreased by 12.56%
Analysis last updated: Saturday, March 28, 2026 at 02:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 21.43 | |
| 0.0090 | 3.54 | |
| 0.8903 | 429.06 | |
| 0.1616 | 29.32 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
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