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S&P Composite 1500 Insurance Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.48% (-1.23%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Insurance Industry Index S0GARCH
paramt-stat
ω0.51615.69
α0.10879.76
β0.865170.70
γ1-0.0709-3.93
γ20.09993.40
γ3-0.0474-2.06
γ40.03721.97
γ5-0.0280-2.12
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts