V-Lab
V-Lab
Wilshire 5000 Total Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:9.53% (-0.16%)
Analysis last updated: Tuesday, September 16, 2025 at 09:13 PM UTC
Date Range:

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to

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graph of Wilshire 5000 Total Market Index MF2-GARCH
paramt-stat
m71
α0.00000.00
β0.8357231.55
γ0.201347.83
λ10.01474.26
λ20.10243.35
λ30.883325.95
Estimation Period:
Jan 1, 1990 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts