S&P 500 Equal Weight Index (EWI) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.48% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3552 | 7.61 | |
| 0.1012 | 9.40 | |
| 0.8699 | 69.56 | |
| 0.0839 | 5.92 | |
| -0.1250 | -5.52 | |
| 0.0664 | 4.09 | |
| -0.0559 | -3.61 | |
| 0.0663 | 3.32 | |
| -0.0720 | -2.32 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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