S&P 500 Equal Weight Index (EWI) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:13.28% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3608 | 7.41 | |
| 0.1014 | 9.52 | |
| 0.8715 | 71.75 | |
| 0.0813 | 5.66 | |
| -0.1204 | -5.24 | |
| 0.0616 | 3.72 | |
| -0.0473 | -3.14 | |
| 0.0495 | 2.99 | |
| -0.0341 | -2.72 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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