S&P 500 Equal Weight Index (EWI) GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
10.93%
decreased by 0.19%
1 Week
11.19%
increased by 0.07%
1 Month
12.07%
increased by 0.95%
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 | |
|---|---|---|
| 0.0187 | 22.29 | |
| 0.0175 | 8.23 | |
| 0.8982 | 488.14 | |
| 0.1381 | 27.07 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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