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S&P Composite 1500 Insurance Industry Group Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.77% (-0.97%)
Analysis last updated: Sunday, February 15, 2026 at 12:39 PM UTC
Date Range:

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to

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1Y ·

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graph of S&P Composite 1500 Insurance Industry Group Index GJR-GARCH
paramt-stat
ω0.030822.98
α0.029611.66
β0.8903426.38
γ0.130122.02
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts