S&P Composite 1500 Property & Casualty Insurance Sub Industry Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.77% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 0.77 | |
| 0.0814 | 38.60 | |
| 0.8996 | 367.79 | |
| 0.6273 | 34.87 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Property & Casualty Insurance Sub Industry Index Analyses
Other AGARCH Analyses on Equity Sectors