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S&P Composite 1500 Insurance Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:22.05% (-0.74%)
Analysis last updated: Wednesday, February 18, 2026 at 12:02 AM UTC
Date Range:

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graph of S&P Composite 1500 Insurance Industry Index GJR-GARCH
paramt-stat
ω0.030823.01
α0.029811.70
β0.8899424.79
γ0.130722.08
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts