Skip to main content
V-Lab

S&P Composite 1500 Insurance Industry Group Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.43% (-0.95%)
Analysis last updated: Sunday, February 15, 2026 at 01:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Insurance Industry Group Index SGARCH
paramt-stat
ω0.98787.97
α0.106010.48
β0.878185.02
γ10.00111.04
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts