S&P Composite 1500 Multi-Line Insurance Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.71% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 8.92 | |
| 0.1480 | 37.99 | |
| 0.9859 | 1,236.95 | |
| -0.0767 | -23.86 |
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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