S&P Composite 1500 Insurance Industry Group Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:16.52% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8259 | 8.01 | |
| 0.0912 | 40.44 | |
| 0.9869 | 561.37 | |
| 7.2124 | 7.84 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
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