S&P Composite 1500 Insurance Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.45% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9907 | 7.95 | |
| 0.1064 | 10.49 | |
| 0.8777 | 84.81 | |
| 0.0011 | 1.07 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Insurance Industry Index Analyses
Other Spline-GARCH Analyses on Equity Sectors