S&P Composite 1500 Life & Health Insurance Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.94% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 10.33 | |
| 0.1503 | 41.63 | |
| 0.9835 | 1,195.07 | |
| -0.0919 | -30.94 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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