Wilshire Small Cap 250 GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 12.85 | |
| 0.1110 | 28.29 | |
| 0.8757 | 289.76 |
Estimation Period:
Jan 30, 1990 to Jul 30, 2009
Jan 30, 1990 to Jul 30, 2009
News Impact Curve
Volatility Forecasts
Other Wilshire Small Cap 250 Analyses
Other GARCH Analyses on Equity Indices