Wilshire 5000 Total Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
17.48%
decreased by 0.91%
1 Week
17.45%
decreased by 0.94%
1 Month
17.36%
decreased by 1.03%
Analysis last updated: Tuesday, March 31, 2026 at 02:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0625 | 7.11 | |
| 0.1071 | 9.82 | |
| 0.8556 | 66.26 | |
| 0.0496 | 1.67 | |
| -0.0108 | -0.23 | |
| -0.1272 | -3.86 | |
| 0.1725 | 5.89 | |
| -0.1589 | -6.02 | |
| 0.1243 | 4.04 | |
| -0.0556 | -1.72 | |
| -0.0003 | -0.01 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
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