S&P Composite 1500 Multi-Line Insurance Sub Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.91% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2712 | 6.14 | |
| 0.0858 | 43.97 | |
| 0.9916 | 702.28 | |
| 7.1019 | 8.49 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
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