S&P Composite 1500 Insurance Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:22.05% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 23.01 | |
| 0.0298 | 11.70 | |
| 0.8899 | 424.79 | |
| 0.1307 | 22.08 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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