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S&P Composite 1500 Insurance Industry Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.96% (-1.20%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P Composite 1500 Insurance Industry Index GARCH
paramt-stat
ω0.030321.88
α0.107140.91
β0.8780334.59
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts