V-Lab
S&P 500 Equal Weight Index (EWI) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:20.78% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3597 | 7.33 | |
| 0.1020 | 9.36 | |
| 0.8712 | 69.57 | |
| 0.0850 | 5.50 | |
| -0.1259 | -5.11 | |
| 0.0666 | 3.80 | |
| -0.0559 | -3.33 | |
| 0.0590 | 3.19 | |
| -0.0400 | -2.89 |
Estimation Period:
Jan 1, 1990 to May 2, 2025
Jan 1, 1990 to May 2, 2025
News Impact Curve
Volatility Forecasts
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