S&P 500 Equal Weight Index (EWI) MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.47% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0036 | 1.76 | |
| 0.8530 | 291.33 | |
| 0.1730 | 48.43 | |
| 0.0202 | 6.39 | |
| 0.1345 | 6.16 | |
| 0.8463 | 34.30 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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