V-Lab
Wilshire 5000 Total Market Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:14.39% (+1.08%)
Analysis last updated: Thursday, April 25, 2024 at 09:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0300 | 7.06 | |
| 0.1057 | 9.58 | |
| 0.8563 | 64.12 | |
| 0.0328 | 0.95 | |
| 0.0346 | 0.65 | |
| -0.1852 | -5.24 | |
| 0.2197 | 7.46 | |
| -0.1714 | -5.23 | |
| 0.0842 | 2.28 | |
| 0.0273 | 0.70 | |
| -0.0915 | -1.71 |
Estimation Period:
Jan 1, 1990 to Nov 24, 2023
Jan 1, 1990 to Nov 24, 2023
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