V-Lab: Wilshire 5000 Total Market Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Wilshire 5000 Total Market Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:11.35% (-0.32%)

Analysis last updated: Thursday, September 18, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0524	7.12
$α$	0.1079	9.74
$β$	0.8540	65.12
$γ_{1}$	0.0458	1.50
$γ_{2}$	0.0001	0.00
$γ_{3}$	-0.1419	-4.28
$γ_{4}$	0.1854	6.56
$γ_{5}$	-0.1648	-6.26
$γ_{6}$	0.1174	3.78
$γ_{7}$	-0.0362	-1.14
$γ_{8}$	-0.0181	-0.79

Estimation Period:
Jan 1, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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