S&P 500 Equal Weight Index (EWI) APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.92% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 33.04 | |
| 0.0798 | 37.19 | |
| 0.9155 | 503.04 | |
| 0.7191 | 28.95 | |
| 1.1605 | 42.03 |
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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