S&P 500 Equal Weight Index (EWI) GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:13.39% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 22.32 | |
| 0.0180 | 8.42 | |
| 0.8977 | 485.51 | |
| 0.1380 | 26.79 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Equal Weight Index (EWI) Analyses
Other GJR-GARCH Analyses on Equity Indices