Wilshire 5000 Total Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:15.62% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0615 | 7.15 | |
| 0.1070 | 9.78 | |
| 0.8554 | 65.94 | |
| 0.0493 | 1.65 | |
| -0.0092 | -0.20 | |
| -0.1297 | -3.94 | |
| 0.1746 | 6.02 | |
| -0.1595 | -6.07 | |
| 0.1224 | 3.98 | |
| -0.0510 | -1.58 | |
| -0.0050 | -0.21 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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