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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0187	22.30***
α ARCH Response to squared shocks	0.0175	8.25***
β GARCH Volatility persistence	0.8982	488.70***
γ leverage Additional response to negative shocks	0.1378	27.03***

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S&P 500 Equal Weight Index (EWI) GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P 500 Equal Weight Index (EWI) Analyses