S&P Composite 1500 Insurance Industry Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:19.65% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0008 | -0.36 | |
| 0.0893 | 43.86 | |
| 0.8897 | 406.44 | |
| 0.6796 | 30.28 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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