Wilshire 5000 Total Market Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:11.18% (-0.21%)
Parameter 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
News Impact Curve
Volatility Forecasts
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