V-Lab
Wilshire Small Cap 250 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 31st, 2009:22.81% (-0.73%)
Analysis last updated: Monday, March 1, 2021 at 03:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9737 | 4.37 | |
| 0.1003 | 8.12 | |
| 0.8837 | 76.46 | |
| 0.0086 | 1.32 |
Estimation Period:
Jan 30, 1990 to Jul 30, 2009
Jan 30, 1990 to Jul 30, 2009
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