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S&P Composite 1500 Insurance Brokers Sub Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.11% (-3.54%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

6M ·

1Y ·

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graph of S&P Composite 1500 Insurance Brokers Sub Industry Index S0GARCH
paramt-stat
ω0.46588.90
α0.10858.62
β0.831944.97
γ1-0.0462-6.06
γ20.04943.67
γ30.00790.67
γ4-0.0163-2.31
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts