S&P Composite 1500 Insurance Industry Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.92% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 30.34 | |
| 0.0896 | 43.60 | |
| 0.9079 | 478.12 | |
| 0.6255 | 27.70 | |
| 1.1554 | 39.75 |
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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