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S&P Composite 1500 Insurance Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.45% (-0.95%)
Analysis last updated: Sunday, February 15, 2026 at 01:44 PM UTC
Date Range:

from

to

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1Y ·

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graph of S&P Composite 1500 Insurance Industry Index SGARCH
paramt-stat
ω0.99077.95
α0.106410.49
β0.877784.81
γ10.00111.07
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts