S&P 500 Insurance Industry Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.33% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 23.75 | |
| 0.0988 | 41.92 | |
| 0.8853 | 368.11 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Insurance Industry Index Analyses
Other GARCH Analyses on Equity Sectors