S&P Composite 1500 Insurance Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.48% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5161 | 5.69 | |
| 0.1087 | 9.76 | |
| 0.8651 | 70.70 | |
| -0.0709 | -3.93 | |
| 0.0999 | 3.40 | |
| -0.0474 | -2.06 | |
| 0.0372 | 1.97 | |
| -0.0280 | -2.12 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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