S&P Composite 1500 Insurance Industry Group Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.77% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 22.98 | |
| 0.0296 | 11.66 | |
| 0.8903 | 426.38 | |
| 0.1301 | 22.02 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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