S&P Composite 1500 Property & Casualty Insurance Sub Industry Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.59% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 23.38 | |
| 0.1007 | 39.01 | |
| 0.8846 | 309.29 |
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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