S&P Composite 1500 Multi-Line Insurance Sub Industry Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.58% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 18.58 | |
| 0.0986 | 39.77 | |
| 0.8901 | 352.64 |
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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