Wilshire 5000 Total Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:11.97% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0625 | 7.11 | |
| 0.1071 | 9.82 | |
| 0.8556 | 66.26 | |
| 0.0496 | 1.67 | |
| -0.0108 | -0.23 | |
| -0.1272 | -3.86 | |
| 0.1725 | 5.89 | |
| -0.1589 | -6.02 | |
| 0.1243 | 4.04 | |
| -0.0556 | -1.72 | |
| -0.0003 | -0.01 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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