S&P 500 Equal Weight Index (EWI) AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.33% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0070 | -5.01 | |
| 0.0925 | 45.82 | |
| 0.8846 | 399.56 | |
| 0.6293 | 40.24 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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