S&P Composite 1500 Insurance Brokers Sub Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.10% (-3.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0489 | 13.23 | |
| 0.8648 | 151.12 | |
| 0.1145 | 14.12 | |
| 1.1018 | 0.19 | |
| 0.0000 | 0.00 | |
| 0.5069 | 0.19 |
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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