Wilshire 5000 Total Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:16.46% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0524 | 7.12 | |
| 0.1079 | 9.74 | |
| 0.8540 | 65.12 | |
| 0.0458 | 1.50 | |
| 0.0001 | 0.00 | |
| -0.1419 | -4.28 | |
| 0.1854 | 6.56 | |
| -0.1648 | -6.26 | |
| 0.1174 | 3.78 | |
| -0.0362 | -1.14 | |
| -0.0181 | -0.79 |
Estimation Period:
Jan 1, 1990 to Jun 20, 2025
Jan 1, 1990 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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