S&P 500 Equal Weight Index (EWI) Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
14.09%
decreased by 0.52%
1 Week
14.31%
decreased by 0.30%
1 Month
15.05%
increased by 0.44%
Analysis last updated: Tuesday, June 23, 2026 at 11:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3511 | 7.37 | |
| 0.1008 | 9.55 | |
| 0.8720 | 72.39 | |
| 0.0793 | 5.65 | |
| -0.1176 | -5.23 | |
| 0.0594 | 3.65 | |
| -0.0443 | -3.03 | |
| 0.0465 | 2.93 | |
| -0.0328 | -2.72 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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