Wilshire 5000 Total Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:10.87% (-0.31%)
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
Volatility Forecasts
Other Wilshire 5000 Total Market Index Analyses
Other GJR-GARCH Analyses on Equity Indices