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S&P Composite 1500 Reinsurance Sub Industry Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.25% (+0.14%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P Composite 1500 Reinsurance Sub Industry Index GARCH
paramt-stat
ω0.041915.09
α0.103727.77
β0.8842197.14
Estimation Period:
Aug 30, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts