V-Lab
Wilshire 5000 Total Market Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:10.25% (-0.43%)
Analysis last updated: Saturday, October 5, 2024 at 11:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0404 | 7.23 | |
| 0.1046 | 9.55 | |
| 0.8564 | 64.22 | |
| 0.0396 | 1.22 | |
| 0.0192 | 0.38 | |
| -0.1690 | -5.01 | |
| 0.2086 | 7.55 | |
| -0.1709 | -5.99 | |
| 0.0942 | 2.82 | |
| 0.0217 | 0.59 | |
| -0.1380 | -2.80 |
Estimation Period:
Jan 1, 1990 to Jul 5, 2024
Jan 1, 1990 to Jul 5, 2024
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