Wilshire 5000 Total Market Index Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
12.67%
increased by 0.09%
1 Week
12.97%
increased by 0.39%
1 Month
13.91%
increased by 1.33%
Analysis last updated: Saturday, May 16, 2026 at 01:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2433 | 7.89 | |
| 0.1066 | 10.18 | |
| 0.8595 | 69.61 | |
| 0.0891 | 6.28 | |
| -0.1399 | -6.14 | |
| 0.0806 | 5.06 | |
| -0.0598 | -4.18 | |
| 0.0668 | 3.67 | |
| -0.0760 | -2.51 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
Other Wilshire 5000 Total Market Index Analyses
Other Spline-GARCH Analyses on Equity Indices