S&P 500 Equal Weight Index (EWI) GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
14.03%
decreased by 0.40%
1 Week
14.16%
decreased by 0.27%
1 Month
14.58%
increased by 0.15%
Analysis last updated: Tuesday, June 23, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 22.36 | |
| 0.0175 | 8.24 | |
| 0.8980 | 488.04 | |
| 0.1384 | 27.10 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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