S&P 500 Insurance Industry Group Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.88% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7911 | 7.77 | |
| 0.0853 | 40.78 | |
| 0.9873 | 560.32 | |
| 7.2074 | 7.42 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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