V-Lab
Wilshire 5000 Total Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:16.81% (-0.92%)
Analysis last updated: Tuesday, November 12, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0585 | 7.10 | |
| 0.1055 | 9.73 | |
| 0.8577 | 66.14 | |
| 0.0425 | 1.28 | |
| 0.0133 | 0.26 | |
| -0.1631 | -4.71 | |
| 0.2045 | 7.18 | |
| -0.1717 | -5.85 | |
| 0.1055 | 3.12 | |
| -0.0164 | -0.51 | |
| -0.0280 | -1.24 |
Estimation Period:
Jan 1, 1990 to Jul 5, 2024
Jan 1, 1990 to Jul 5, 2024
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