S&P 500 Equal Weight Index (EWI) AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:10.14% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0070 | -5.02 | |
| 0.0925 | 45.77 | |
| 0.8847 | 399.22 | |
| 0.6285 | 40.18 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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