V-Lab
S&P 500 Equal Weight Index (EWI) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:11.19% (-0.47%)
Analysis last updated: Friday, May 10, 2024 at 09:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1646 | 6.70 | |
| 0.1000 | 9.00 | |
| 0.8686 | 67.49 | |
| 0.0393 | 1.12 | |
| 0.0177 | 0.32 | |
| -0.1502 | -3.99 | |
| 0.1778 | 5.86 | |
| -0.1505 | -4.58 | |
| 0.0793 | 2.18 | |
| 0.0312 | 0.79 | |
| -0.1165 | -1.97 |
Estimation Period:
Jan 1, 1990 to May 10, 2024
Jan 1, 1990 to May 10, 2024
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