S&P Composite 1500 Insurance Industry Group Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.95% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 21.90 | |
| 0.1067 | 40.90 | |
| 0.8783 | 335.62 |
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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