S&P 500 Insurance Industry Group Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.83% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 6.22 | |
| 0.0927 | 47.74 | |
| 0.8872 | 429.62 | |
| 0.5401 | 27.63 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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