S&P 500 Equal Weight Index (EWI) Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
15.54%
decreased by 0.79%
1 Week
15.68%
decreased by 0.65%
1 Month
16.16%
decreased by 0.17%
Analysis last updated: Wednesday, April 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3480 | 7.37 | |
| 0.1008 | 9.51 | |
| 0.8719 | 71.98 | |
| 0.0803 | 5.63 | |
| -0.1190 | -5.22 | |
| 0.0605 | 3.69 | |
| -0.0462 | -3.11 | |
| 0.0489 | 3.01 | |
| -0.0344 | -2.80 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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