Wilshire Small Cap 250 Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 31st, 2009):
1 Day
22.81%
1 Week
22.75%
1 Month
22.55%
Analysis last updated: Monday, March 1, 2021 at 03:51 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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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