Wilshire Small Cap 250 GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, July 31st, 2009):
1 Day
23.63%
1 Week
23.84%
1 Month
24.65%
Analysis last updated: Thursday, March 26, 2026 at 04:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21.8396 | 4.42 | |
| 0.1100 | 20.82 | |
| 0.9990 | 4,179.92 | |
| 30.6371 | 0.99 |
Estimation Period:
Jan 30, 1990 to Jul 30, 2009
Jan 30, 1990 to Jul 30, 2009
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