S&P Composite 1500 Reinsurance Sub Industry Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.25% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 15.09 | |
| 0.1037 | 27.77 | |
| 0.8842 | 197.14 |
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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