V-Lab
S&P 500 Equal Weight Index (EWI) Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:15.63% (-0.94%)
Analysis last updated: Monday, January 13, 2025 at 10:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 28.54 | |
| 0.2041 | 60.32 | |
| 0.7838 | 223.81 | |
| 0.2618 | 29.32 | |
| 1.0856 | 27.51 |
Estimation Period:
Apr 25, 2003 to Jan 10, 2025
Apr 25, 2003 to Jan 10, 2025
News Impact Curve
Volatility Forecasts
Other S&P 500 Equal Weight Index (EWI) Analyses