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S&P Composite 1500 Property & Casualty Insurance Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.91% (-1.02%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of S&P Composite 1500 Property & Casualty Insurance Sub Industry Index EGARCH
paramt-stat
ω0.01227.51
α0.162339.63
β0.9819980.90
γ-0.0876-22.37
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts