S&P Composite 1500 Multi-Line Insurance Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.77% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 16.93 | |
| 0.0332 | 15.10 | |
| 0.9088 | 476.08 | |
| 0.0951 | 19.69 |
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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