S&P 500 Equal Weight Index (EWI) Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
11.63%
decreased by 0.57%
1 Week
11.77%
decreased by 0.43%
1 Month
12.20%
decreased by 0.00%
Analysis last updated: Monday, June 8, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3503 | 7.60 | |
| 0.1004 | 9.42 | |
| 0.8707 | 70.38 | |
| 0.0821 | 5.94 | |
| -0.1224 | -5.54 | |
| 0.0643 | 4.03 | |
| -0.0526 | -3.54 | |
| 0.0634 | 3.36 | |
| -0.0738 | -2.54 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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