S&P 500 Equal Weight Index (EWI) GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
12.84%
decreased by 0.52%
1 Week
13.01%
decreased by 0.35%
1 Month
13.60%
increased by 0.24%
Analysis last updated: Wednesday, April 15, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 22.27 | |
| 0.0177 | 8.32 | |
| 0.8982 | 488.17 | |
| 0.1377 | 26.82 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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