S&P 500 Equal Weight Index (EWI) APARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
15.34%
increased by 2.81%
1 Week
15.48%
increased by 2.95%
1 Month
15.95%
increased by 3.42%
Analysis last updated: Wednesday, June 17, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 33.18 | |
| 0.0793 | 37.05 | |
| 0.9158 | 505.38 | |
| 0.7224 | 28.87 | |
| 1.1641 | 42.30 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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