S&P 500 Equal Weight Index (EWI) MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.20%
decreased by 0.32%
1 Week
11.56%
increased by 0.04%
1 Month
12.64%
increased by 1.12%
Analysis last updated: Friday, May 22, 2026 at 11:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0028 | 1.39 | |
| 0.8543 | 294.88 | |
| 0.1725 | 48.84 | |
| 0.0204 | 6.39 | |
| 0.1358 | 6.20 | |
| 0.8447 | 34.10 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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