V-Lab
Wilshire 5000 Total Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 19th, 2024:25.34% (+14.65%)
Analysis last updated: Friday, December 20, 2024 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8332 | 222.67 | |
| 0.2021 | 47.70 | |
| 0.0102 | 6.03 | |
| 0.0730 | 5.10 | |
| 0.9168 | 58.12 |
Estimation Period:
Jan 1, 1990 to Nov 29, 2024
Jan 1, 1990 to Nov 29, 2024
News Impact Curve
Volatility Forecasts
Other Wilshire 5000 Total Market Index Analyses