S&P Composite 1500 Reinsurance Sub Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.12% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5118 | 5.43 | |
| 0.1020 | 31.32 | |
| 0.9846 | 341.05 | |
| 5.8855 | 8.18 |
Estimation Period:
Aug 30, 1999 to Feb 13, 2026
Aug 30, 1999 to Feb 13, 2026
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