V-Lab
S&P 500 Equal Weight Index (EWI) MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:11.13% (+1.06%)
Analysis last updated: Tuesday, November 12, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0059 | 2.55 | |
| 0.8493 | 262.94 | |
| 0.1726 | 45.44 | |
| 0.0124 | 6.83 | |
| 0.0863 | 6.52 | |
| 0.9018 | 60.88 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024
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