Wilshire 5000 Total Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:17.34% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 21.31 | |
| 0.0098 | 3.86 | |
| 0.8906 | 430.02 | |
| 0.1609 | 29.06 |
Estimation Period:
Jan 1, 1990 to Jun 20, 2025
Jan 1, 1990 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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