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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 19.95 | |
| 0.0211 | 10.81 | |
| 0.9064 | 487.04 | |
| 0.1180 | 23.58 |
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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