V-Lab
Wilshire 5000 Total Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 19th, 2024:23.01% (+12.85%)
Analysis last updated: Friday, December 20, 2024 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 21.19 | |
| 0.0110 | 4.44 | |
| 0.8920 | 430.92 | |
| 0.1565 | 28.92 |
Estimation Period:
Jan 1, 1990 to Nov 29, 2024
Jan 1, 1990 to Nov 29, 2024
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