S&P Composite 1500 Insurance Brokers Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.05% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 7.87 | |
| 0.1808 | 46.90 | |
| 0.9694 | 420.55 | |
| -0.0890 | -14.18 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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