S&P 500 Equal Weight Index (EWI) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.26% (+2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3508 | 7.38 | |
| 0.1015 | 9.49 | |
| 0.8710 | 71.21 | |
| 0.0813 | 5.63 | |
| -0.1204 | -5.22 | |
| 0.0616 | 3.73 | |
| -0.0478 | -3.17 | |
| 0.0504 | 3.04 | |
| -0.0349 | -2.79 |
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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