S&P Composite 1500 Insurance Industry Group Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.84% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0211 | 6.67 | |
| 0.8500 | 204.02 | |
| 0.1547 | 32.07 | |
| 0.0215 | 5.29 | |
| 0.0614 | 4.27 | |
| 0.9261 | 54.77 |
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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