S&P Composite 1500 Reinsurance Sub Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.30% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 3.45 | |
| 0.0872 | 26.20 | |
| 0.8997 | 204.11 | |
| 0.5241 | 7.10 |
Estimation Period:
Aug 30, 1999 to Feb 6, 2026
Aug 30, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Reinsurance Sub Industry Index Analyses
Other AGARCH Analyses on Equity Sectors