S&P Composite 1500 Multi-Line Insurance Sub Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.99% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0259 | 9.81 | |
| 0.8857 | 306.99 | |
| 0.1134 | 27.32 | |
| 0.0118 | 11.58 | |
| 0.0228 | 6.51 | |
| 0.9727 | 246.52 |
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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