S&P 500 Insurance Industry Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.95% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 6.25 | |
| 0.0921 | 47.78 | |
| 0.8880 | 433.18 | |
| 0.5397 | 27.58 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Insurance Industry Index Analyses
Other AGARCH Analyses on Equity Sectors