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V-Lab

S&P 500 Insurance Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.83% (-1.04%)
Analysis last updated: Sunday, February 15, 2026 at 05:25 PM UTC
Date Range:

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to

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1Y ·

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graph of S&P 500 Insurance Industry Index GJR-GARCH
paramt-stat
ω0.029624.56
α0.034715.01
β0.8954455.00
γ0.108319.60
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts