V-Lab
Wilshire 5000 Total Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 4th, 2025:14.45% (+0.56%)
Analysis last updated: Tuesday, February 4, 2025 at 10:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8329 | 221.18 | |
| 0.2019 | 47.37 | |
| 0.0100 | 5.97 | |
| 0.0712 | 5.02 | |
| 0.9188 | 58.74 |
Estimation Period:
Jan 1, 1990 to Jan 10, 2025
Jan 1, 1990 to Jan 10, 2025
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