S&P Composite 1500 Insurance Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.87% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0213 | 6.69 | |
| 0.8492 | 202.54 | |
| 0.1554 | 32.09 | |
| 0.0221 | 5.19 | |
| 0.0634 | 4.19 | |
| 0.9238 | 51.95 |
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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