S&P 500 Equal Weight Index (EWI) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.93% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 22.37 | |
| 0.0182 | 8.46 | |
| 0.8974 | 483.52 | |
| 0.1383 | 26.80 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Equal Weight Index (EWI) Analyses
Other GJR-GARCH Analyses on Equity Indices