S&P 500 Equal Weight Index (EWI) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:12.75% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2825 | 7.12 | |
| 0.0850 | 40.64 | |
| 0.9902 | 659.27 | |
| 8.3743 | 6.00 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
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