S&P Composite 1500 Life & Health Insurance Sub Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.10% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0179 | 7.26 | |
| 0.8630 | 227.30 | |
| 0.1410 | 31.10 | |
| 0.0244 | 5.54 | |
| 0.0419 | 4.53 | |
| 0.9479 | 84.42 |
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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