S&P Composite 1500 Multi-Line Insurance Sub Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.67% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 2.96 | |
| 0.0800 | 38.92 | |
| 0.9075 | 445.95 | |
| 0.6323 | 19.24 |
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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