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V-Lab

S&P Composite 1500 Insurance Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.87% (-1.14%)
Analysis last updated: Sunday, February 15, 2026 at 02:11 PM UTC
Date Range:

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graph of S&P Composite 1500 Insurance Industry Index MF2-GARCH
paramt-stat
m61
α0.02136.69
β0.8492202.54
γ0.155432.09
λ10.02215.19
λ20.06344.19
λ30.923851.95
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts