S&P Composite 1500 Reinsurance Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.32% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1409 | 4.66 | |
| 0.1360 | 7.72 | |
| 0.7806 | 30.58 | |
| -0.1617 | -2.27 | |
| 0.2817 | 2.89 | |
| -0.2089 | -4.04 | |
| 0.1316 | 2.81 | |
| -0.0100 | -0.22 | |
| -0.0564 | -1.40 | |
| 0.0232 | 0.42 |
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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