S&P Composite 1500 Insurance Industry Group Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.43% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9878 | 7.97 | |
| 0.1060 | 10.48 | |
| 0.8781 | 85.02 | |
| 0.0011 | 1.04 |
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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