S&P 500 Insurance Industry Group Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.83% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 24.57 | |
| 0.0348 | 15.02 | |
| 0.8954 | 454.97 | |
| 0.1084 | 19.59 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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