Wilshire Small Cap 250 APARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 31st, 2009):
1 Day
19.61%
1 Week
19.80%
1 Month
20.48%
Analysis last updated: Monday, December 29, 2014 at 05:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 11.62 | |
| 0.0884 | 22.85 | |
| 0.8807 | 206.70 | |
| 0.3018 | 13.35 | |
| 2.2223 | 22.42 |
Estimation Period:
Jan 30, 1990 to Jul 30, 2009
Jan 30, 1990 to Jul 30, 2009
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