S&P 500 Insurance Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:17.38% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7914 | 7.77 | |
| 0.0852 | 40.82 | |
| 0.9873 | 560.65 | |
| 7.2092 | 7.42 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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