S&P 500 Insurance Industry Group Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.37% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7432 | 5.62 | |
| 0.1012 | 10.82 | |
| 0.8819 | 92.00 | |
| -0.0034 | -1.47 | |
| 0.0072 | 1.64 |
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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