S&P Composite 1500 Insurance Brokers Sub Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.28% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9466 | 5.69 | |
| 0.0814 | 34.95 | |
| 0.9858 | 384.20 | |
| 5.6051 | 8.09 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
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