S&P Composite 1500 Property & Casualty Insurance Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.91% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 7.51 | |
| 0.1623 | 39.63 | |
| 0.9819 | 980.90 | |
| -0.0876 | -22.37 |
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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