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S&P Composite 1500 Property & Casualty Insurance Sub Industry Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.59% (-0.15%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P Composite 1500 Property & Casualty Insurance Sub Industry Index GARCH
paramt-stat
ω0.027023.38
α0.100739.01
β0.8846309.29
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts