S&P Composite 1500 Multi-Line Insurance Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.61% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0664 | 7.61 | |
| 0.0996 | 10.19 | |
| 0.8873 | 88.34 | |
| 0.0014 | 1.39 |
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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