S&P 500 Equal Weight Index (EWI) GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
13.73%
decreased by 0.60%
1 Week
13.82%
decreased by 0.51%
1 Month
14.17%
decreased by 0.16%
Analysis last updated: Tuesday, June 23, 2026 at 11:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2788 | 7.20 | |
| 0.0848 | 40.42 | |
| 0.9902 | 661.87 | |
| 8.4117 | 5.96 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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