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S&P Composite 1500 Insurance Brokers Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.17% (-3.69%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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graph of S&P Composite 1500 Insurance Brokers Sub Industry Index GJR-GARCH
paramt-stat
ω0.057921.73
α0.047816.83
β0.8695333.79
γ0.113510.81
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
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