Wilshire 5000 Total Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
11.83%
decreased by 0.44%
1 Week
12.05%
decreased by 0.22%
1 Month
12.82%
increased by 0.55%
Analysis last updated: Saturday, May 23, 2026 at 02:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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