S&P Composite 1500 Reinsurance Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.66% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 8.51 | |
| 0.1754 | 29.43 | |
| 0.9797 | 894.67 | |
| -0.0737 | -11.85 |
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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