S&P Composite 1500 Property & Casualty Insurance Sub Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.19% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5686 | 5.37 | |
| 0.1082 | 9.45 | |
| 0.8622 | 66.32 | |
| -0.0601 | -3.79 | |
| 0.0827 | 3.77 | |
| -0.0367 | -2.36 | |
| 0.0373 | 2.18 | |
| -0.0374 | -2.78 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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