S&P Composite 1500 Property & Casualty Insurance Sub Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.83% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0329 | 11.30 | |
| 0.8345 | 167.70 | |
| 0.1464 | 27.30 | |
| 0.0142 | 5.97 | |
| 0.0691 | 5.45 | |
| 0.9228 | 64.89 |
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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