S&P Composite 1500 Insurance Industry Group Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.53% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5132 | 5.70 | |
| 0.1080 | 9.73 | |
| 0.8656 | 70.81 | |
| -0.0713 | -3.97 | |
| 0.1011 | 3.45 | |
| -0.0492 | -2.14 | |
| 0.0395 | 2.09 | |
| -0.0297 | -2.27 |
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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