S&P Composite 1500 Life & Health Insurance Sub Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.75% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3681 | 4.16 | |
| 0.1046 | 9.36 | |
| 0.8707 | 72.18 | |
| -0.0783 | -3.70 | |
| 0.1191 | 4.04 | |
| -0.0680 | -3.63 | |
| 0.0402 | 2.32 | |
| -0.0169 | -1.46 |
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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