V-Lab
Wilshire 5000 Total Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 4th, 2025:14.26% (-0.01%)
Analysis last updated: Tuesday, February 4, 2025 at 10:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0626 | 7.25 | |
| 0.1054 | 9.72 | |
| 0.8564 | 65.43 | |
| 0.0476 | 1.51 | |
| 0.0010 | 0.02 | |
| -0.1487 | -4.46 | |
| 0.1931 | 6.95 | |
| -0.1686 | -6.27 | |
| 0.1133 | 3.58 | |
| -0.0277 | -0.87 | |
| -0.0232 | -1.02 |
Estimation Period:
Jan 1, 1990 to Jan 10, 2025
Jan 1, 1990 to Jan 10, 2025
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