Wilshire 5000 Total Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:11.78% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0679 | 7.14 | |
| 0.1072 | 9.83 | |
| 0.8557 | 66.38 | |
| 0.0501 | 1.69 | |
| -0.0113 | -0.24 | |
| -0.1270 | -3.85 | |
| 0.1722 | 5.87 | |
| -0.1585 | -5.99 | |
| 0.1238 | 4.02 | |
| -0.0549 | -1.70 | |
| -0.0010 | -0.04 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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