S&P 500 Insurance Industry Group Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.87% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 9.22 | |
| 0.1652 | 50.04 | |
| 0.9823 | 1,264.20 | |
| -0.0851 | -26.40 |
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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