S&P Composite 1500 Property & Casualty Insurance Sub Industry Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.95% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 26.42 | |
| 0.0860 | 34.86 | |
| 0.9107 | 391.54 | |
| 0.5007 | 26.96 | |
| 1.3343 | 39.94 |
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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