S&P 500 Equal Weight Index (EWI) AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.38%
decreased by 0.32%
1 Week
12.68%
decreased by 0.02%
1 Month
13.68%
increased by 0.98%
Analysis last updated: Monday, June 8, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0072 | -5.11 | |
| 0.0918 | 45.86 | |
| 0.8851 | 401.98 | |
| 0.6329 | 40.36 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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