V-Lab
Wilshire 5000 Total Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:11.71% (-0.28%)
Analysis last updated: Saturday, October 5, 2024 at 11:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8333 | 223.10 | |
| 0.2012 | 47.65 | |
| 0.0107 | 6.03 | |
| 0.0775 | 5.18 | |
| 0.9117 | 55.29 |
Estimation Period:
Jan 1, 1990 to Jul 5, 2024
Jan 1, 1990 to Jul 5, 2024
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