Skip to main content
V-Lab

S&P Composite 1500 Reinsurance Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.34% (-0.46%)
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 GJR-GARCH
paramt-stat
ω0.033512.33
α0.039010.05
β0.9032235.57
γ0.098615.15
Estimation Period:
Aug 30, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts