Wilshire 5000 Total Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:9.74% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8353 | 222.74 | |
| 0.2026 | 46.79 | |
| 0.0093 | 5.97 | |
| 0.0628 | 4.83 | |
| 0.9278 | 64.16 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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