S&P 500 Equal Weight Index (EWI) EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.13% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 2.88 | |
| 0.1503 | 43.05 | |
| 0.9790 | 1,074.62 | |
| -0.1054 | -33.56 |
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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