S&P Composite 1500 Insurance Brokers Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.17% (-3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 21.73 | |
| 0.0478 | 16.83 | |
| 0.8695 | 333.79 | |
| 0.1135 | 10.81 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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