S&P 500 Equal Weight Index (EWI) AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.47% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0070 | -5.01 | |
| 0.0924 | 45.85 | |
| 0.8847 | 400.13 | |
| 0.6294 | 40.26 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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