Skip to main content
V-Lab

S&P Composite 1500 Insurance Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.58% (-1.23%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Insurance Industry Index EGARCH
paramt-stat
ω0.01387.24
α0.164849.07
β0.98051,021.38
γ-0.1004-29.81
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts