S&P 500 Equal Weight Index (EWI) GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
10.60%
decreased by 0.32%
1 Week
10.87%
decreased by 0.05%
1 Month
11.82%
increased by 0.90%
Analysis last updated: Friday, May 8, 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 | |
|---|---|---|
| 0.0187 | 22.29 | |
| 0.0175 | 8.25 | |
| 0.8982 | 487.87 | |
| 0.1381 | 27.01 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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