S&P 500 Insurance Industry Group Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.43% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8640 | 8.79 | |
| 0.0993 | 10.93 | |
| 0.8850 | 94.42 | |
| -0.0001 | -0.48 |
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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