S&P Composite 1500 Insurance Industry Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.96% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 21.88 | |
| 0.1071 | 40.91 | |
| 0.8780 | 334.59 |
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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