S&P 500 Equal Weight Index (EWI) GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.74%
increased by 0.54%
1 Week
12.86%
increased by 0.66%
1 Month
13.30%
increased by 1.10%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2767 | 7.18 | |
| 0.0846 | 40.48 | |
| 0.9902 | 661.44 | |
| 8.3958 | 5.97 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
Other S&P 500 Equal Weight Index (EWI) Analyses
Other GAS-GARCH Student T Analyses on Equity Indices