S&P 500 Equal Weight Index (EWI) GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.78% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 21.96 | |
| 0.0997 | 39.69 | |
| 0.8867 | 346.23 |
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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