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S&P Composite 1500 Reinsurance Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.32% (-0.57%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of S&P Composite 1500 Reinsurance Sub Industry Index SGARCH
paramt-stat
ω1.14094.66
α0.13607.72
β0.780630.58
γ1-0.1617-2.27
γ20.28172.89
γ3-0.2089-4.04
γ40.13162.81
γ5-0.0100-0.22
γ6-0.0564-1.40
γ70.02320.42
Estimation Period:
Aug 30, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts