S&P 500 Equal Weight Index (EWI) Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.01%
increased by 0.36%
1 Week
13.31%
increased by 0.66%
1 Month
14.25%
increased by 1.60%
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 | |
|---|---|---|
| 1.3480 | 7.37 | |
| 0.1007 | 9.53 | |
| 0.8720 | 72.16 | |
| 0.0797 | 5.64 | |
| -0.1181 | -5.22 | |
| 0.0597 | 3.66 | |
| -0.0447 | -3.05 | |
| 0.0470 | 2.93 | |
| -0.0329 | -2.71 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
Other S&P 500 Equal Weight Index (EWI) Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices