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V-Lab

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%)
Analysis last updated: Sunday, February 15, 2026 at 01:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Insurance Industry Group Index S0GARCH
paramt-stat
ω0.51325.70
α0.10809.73
β0.865670.81
γ1-0.0713-3.97
γ20.10113.45
γ3-0.0492-2.14
γ40.03952.09
γ5-0.0297-2.27
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts