Wilshire 5000 Total Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:14.86% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 21.40 | |
| 0.0087 | 3.45 | |
| 0.8909 | 430.78 | |
| 0.1614 | 29.41 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other Wilshire 5000 Total Market Index Analyses
Other GJR-GARCH Analyses on Equity Indices