V-Lab: Wilshire 5000 Total Market Index MF2-GARCH Volatility Analysis

V-Lab

Wilshire 5000 Total Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 29th, 2025:10.63% (-0.19%)

Analysis last updated: Tuesday, July 29, 2025 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0000	0.00
$β$	0.8357	231.55
$γ$	0.2013	47.83
$λ_{1}$	0.0147	4.26
$λ_{2}$	0.1024	3.35
$λ_{3}$	0.8833	25.95

Estimation Period:
Jan 1, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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