S&P 500 Equal Weight Index (EWI) MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
12.57%
increased by 2.13%
1 Week
12.80%
increased by 2.36%
1 Month
13.37%
increased by 2.93%
Analysis last updated: Friday, May 15, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0028 | 1.40 | |
| 0.8543 | 294.67 | |
| 0.1725 | 48.81 | |
| 0.0204 | 6.39 | |
| 0.1357 | 6.19 | |
| 0.8447 | 34.10 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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