V-Lab
S&P 500 Equal Weight Index (EWI) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:14.37% (-0.10%)
Analysis last updated: Tuesday, January 14, 2025 at 10:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3667 | 7.40 | |
| 0.0990 | 9.35 | |
| 0.8747 | 71.37 | |
| 0.0870 | 5.49 | |
| -0.1288 | -5.09 | |
| 0.0687 | 3.81 | |
| -0.0581 | -3.29 | |
| 0.0593 | 3.07 | |
| -0.0385 | -2.69 |
Estimation Period:
Jan 1, 1990 to Jan 10, 2025
Jan 1, 1990 to Jan 10, 2025
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