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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4658 | 8.90 | |
| 0.1085 | 8.62 | |
| 0.8319 | 44.97 | |
| -0.0462 | -6.06 | |
| 0.0494 | 3.67 | |
| 0.0079 | 0.67 | |
| -0.0163 | -2.31 |
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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