Wilshire 5000 Total Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:12.57% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8360 | 223.84 | |
| 0.2023 | 46.61 | |
| 0.0093 | 6.00 | |
| 0.0621 | 4.83 | |
| 0.9287 | 65.01 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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