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S&P Composite 1500 Life & Health Insurance Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:18.28% (-0.56%)
Analysis last updated: Wednesday, February 18, 2026 at 12:02 AM UTC
Date Range:

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to

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graph of S&P Composite 1500 Life & Health Insurance Sub Industry Index GJR-GARCH
paramt-stat
ω0.037219.95
α0.021110.81
β0.9064487.04
γ0.118023.58
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
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