S&P Composite 1500 Insurance Industry Group Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.57% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 7.23 | |
| 0.1644 | 49.09 | |
| 0.9805 | 1,020.32 | |
| -0.1001 | -29.75 |
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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