S&P Composite 1500 Reinsurance Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.34% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 12.33 | |
| 0.0390 | 10.05 | |
| 0.9032 | 235.57 | |
| 0.0986 | 15.15 |
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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