S&P 500 Equal Weight Index (EWI) EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:10.27% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 2.85 | |
| 0.1503 | 43.01 | |
| 0.9790 | 1,074.67 | |
| -0.1053 | -33.53 |
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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