S&P 500 Equal Weight Index (EWI) GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
11.33%
increased by 0.26%
1 Week
11.55%
increased by 0.48%
1 Month
12.31%
increased by 1.24%
Analysis last updated: Friday, July 17, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 50 trading days, meaning a shock loses half its impact after approximately 50 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0171 | 22.03*** |
α ARCH Response to squared shocks | 0.0989 | 39.86*** |
β GARCH Volatility persistence | 0.8873 | 349.60*** |
Persistence:
0.986
Half-life:
50 days
Other S&P 500 Equal Weight Index (EWI) Analyses
Other GARCH Analyses on Equity Indices