S&P Composite 1500 Multi-Line Insurance Sub Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.40% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0067 | 7.14 | |
| 0.0984 | 10.14 | |
| 0.8895 | 88.16 | |
| 0.0002 | 0.89 |
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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