V-Lab
S&P 500 Equal Weight Index (EWI) MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:14.68% (-0.76%)
Analysis last updated: Tuesday, January 14, 2025 at 10:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0054 | 2.34 | |
| 0.8490 | 262.21 | |
| 0.1734 | 45.42 | |
| 0.0123 | 6.77 | |
| 0.0851 | 6.44 | |
| 0.9032 | 61.09 |
Estimation Period:
Jan 1, 1990 to Jan 10, 2025
Jan 1, 1990 to Jan 10, 2025
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