Skip to main content
V-Lab

S&P Composite 1500 Reinsurance Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.66% (-0.24%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Reinsurance Sub Industry Index EGARCH
paramt-stat
ω0.02318.51
α0.175429.43
β0.9797894.67
γ-0.0737-11.85
Estimation Period:
Aug 30, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts