V-Lab
V-Lab
Wilshire 5000 Total Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:15.91% (-0.65%)
Analysis last updated: Saturday, May 31, 2025 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wilshire 5000 Total Market Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8330221.18
γ0.201947.37
λ10.01005.97
λ20.07125.02
λ30.918958.74
Estimation Period:
Jan 1, 1990 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts