Skip to main content
V-Lab

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%)
Analysis last updated: Sunday, February 15, 2026 at 02:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Property & Casualty Insurance Sub Industry Index S0GARCH
paramt-stat
ω0.56865.37
α0.10829.45
β0.862266.32
γ1-0.0601-3.79
γ20.08273.77
γ3-0.0367-2.36
γ40.03732.18
γ5-0.0374-2.78
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts