S&P Composite 1500 Reinsurance Sub Industry Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.73% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 17.56 | |
| 0.1029 | 27.95 | |
| 0.8971 | 238.78 | |
| 0.4094 | 8.51 | |
| 1.1209 | 27.99 |
Estimation Period:
Aug 30, 1999 to Feb 6, 2026
Aug 30, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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