V-Lab
Wilshire 5000 Total Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:12.28% (-0.48%)
Analysis last updated: Tuesday, November 12, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 20.88 | |
| 0.0107 | 4.39 | |
| 0.8943 | 437.32 | |
| 0.1540 | 28.94 |
Estimation Period:
Jan 1, 1990 to Jul 5, 2024
Jan 1, 1990 to Jul 5, 2024
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