S&P 500 Insurance Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.88% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0297 | 10.71 | |
| 0.8478 | 225.00 | |
| 0.1312 | 32.17 | |
| 0.0244 | 7.35 | |
| 0.0693 | 6.48 | |
| 0.9155 | 72.04 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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