Wilshire 5000 Total Market Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
12.52%
decreased by 0.51%
1 Week
12.91%
decreased by 0.12%
1 Month
14.07%
increased by 1.04%
Analysis last updated: Saturday, May 23, 2026 at 02:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8353 | 222.74 | |
| 0.2026 | 46.79 | |
| 0.0093 | 5.97 | |
| 0.0628 | 4.83 | |
| 0.9278 | 64.16 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
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