S&P Composite 1500 Insurance Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.61% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8258 | 8.05 | |
| 0.0914 | 40.45 | |
| 0.9869 | 563.93 | |
| 7.2396 | 7.83 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
Other S&P Composite 1500 Insurance Industry Index Analyses
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