S&P 500 Equal Weight Index (EWI) MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
14.13%
decreased by 0.45%
1 Week
14.19%
decreased by 0.39%
1 Month
14.46%
decreased by 0.12%
Analysis last updated: Tuesday, June 23, 2026 at 11:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0027 | 1.36 | |
| 0.8541 | 295.14 | |
| 0.1727 | 48.91 | |
| 0.0205 | 6.39 | |
| 0.1364 | 6.22 | |
| 0.8440 | 34.03 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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