V-Lab
Wilshire 5000 Total Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 19th, 2024:19.74% (+8.64%)
Analysis last updated: Friday, December 20, 2024 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0671 | 7.22 | |
| 0.1061 | 9.77 | |
| 0.8563 | 65.68 | |
| 0.0470 | 1.47 | |
| 0.0029 | 0.06 | |
| -0.1516 | -4.49 | |
| 0.1958 | 6.99 | |
| -0.1699 | -6.19 | |
| 0.1128 | 3.51 | |
| -0.0278 | -0.88 | |
| -0.0211 | -0.96 |
Estimation Period:
Jan 1, 1990 to Nov 29, 2024
Jan 1, 1990 to Nov 29, 2024
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