S&P 500 Equal Weight Index (EWI) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.35% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3510 | 7.38 | |
| 0.1015 | 9.49 | |
| 0.8711 | 71.23 | |
| 0.0814 | 5.63 | |
| -0.1205 | -5.22 | |
| 0.0617 | 3.73 | |
| -0.0481 | -3.17 | |
| 0.0506 | 3.04 | |
| -0.0350 | -2.78 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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