S&P 500 Equal Weight Index (EWI) Asy. MEM Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
11.22%
decreased by 0.89%
1 Week
11.56%
decreased by 0.55%
1 Month
12.68%
increased by 0.57%
Analysis last updated: Friday, May 8, 2026 at 11:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 28.38 | |
| 0.1131 | 23.64 | |
| 0.7793 | 239.06 | |
| 0.1751 | 21.32 |
Estimation Period:
Apr 25, 2003 to May 8, 2026
Apr 25, 2003 to May 8, 2026
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