V-Lab
V-Lab
Wilshire 5000 Total Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:11.64% (-0.43%)

Analysis last updated: Tuesday, November 12, 2024 at 10:23 PM UTC

Date Range:

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graph of Wilshire 5000 Total Market Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8333223.10
γ0.201247.65
λ10.01076.03
λ20.07755.18
λ30.911755.29
Estimation Period:
Jan 1, 1990 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts