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S&P Composite 1500 Reinsurance Sub Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.30% (-0.95%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Composite 1500 Reinsurance Sub Industry Index AGARCH
paramt-stat
ω0.01693.45
α0.087226.20
β0.8997204.11
γ0.52417.10
Estimation Period:
Aug 30, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts