V-Lab
V-Lab
Wilshire 5000 Total Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:16.69% (-0.47%)

Analysis last updated: Friday, April 19, 2024 at 09:07 PM UTC

Date Range:

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graph of Wilshire 5000 Total Market Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8335222.08
γ0.202047.35
λ10.01066.08
λ20.07655.17
λ30.913156.06
Estimation Period:
Jan 1, 1990 to Nov 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts