S&P Composite 1500 Property & Casualty Insurance Sub Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.65% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6958 | 8.68 | |
| 0.0942 | 38.62 | |
| 0.9851 | 548.51 | |
| 7.2329 | 7.78 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
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