S&P 500 Insurance Industry Group Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.30% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0288 | 10.23 | |
| 0.8438 | 226.21 | |
| 0.1343 | 32.91 | |
| 0.0289 | 7.22 | |
| 0.0853 | 6.65 | |
| 0.8965 | 58.81 |
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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