S&P 500 Insurance Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.83% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 24.56 | |
| 0.0347 | 15.01 | |
| 0.8954 | 455.00 | |
| 0.1083 | 19.60 |
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 GJR-GARCH Analyses on Equity Sectors