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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%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

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1Y ·

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graph of S&P Composite 1500 Property & Casualty Insurance Sub Industry Index MF2-GARCH
paramt-stat
m61
α0.032911.30
β0.8345167.70
γ0.146427.30
λ10.01425.97
λ20.06915.45
λ30.922864.89
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts