V-Lab
Wilshire 5000 Total Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:13.42% (-0.48%)
Analysis last updated: Tuesday, April 23, 2024 at 09:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0371 | 7.07 | |
| 0.1060 | 9.63 | |
| 0.8562 | 64.36 | |
| 0.0364 | 1.06 | |
| 0.0275 | 0.51 | |
| -0.1784 | -5.03 | |
| 0.2135 | 7.22 | |
| -0.1674 | -5.11 | |
| 0.0849 | 2.34 | |
| 0.0164 | 0.49 | |
| -0.0561 | -2.29 |
Estimation Period:
Jan 1, 1990 to Nov 24, 2023
Jan 1, 1990 to Nov 24, 2023
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