S&P 500 Equal Weight Index (EWI) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.10% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2888 | 7.11 | |
| 0.0852 | 40.63 | |
| 0.9902 | 659.27 | |
| 8.3706 | 6.02 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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