S&P Composite 1500 Insurance Brokers Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.79% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4634 | 8.90 | |
| 0.1083 | 8.64 | |
| 0.8321 | 45.10 | |
| -0.0468 | -5.94 | |
| 0.0506 | 3.53 | |
| 0.0059 | 0.42 | |
| -0.0115 | -0.71 |
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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