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V-Lab

S&P 500 Insurance Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.96% (-1.01%)
Analysis last updated: Sunday, February 15, 2026 at 05:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Insurance Industry Index S0GARCH
paramt-stat
ω0.99527.23
α0.098910.03
β0.874979.86
γ10.06394.24
γ2-0.1108-4.54
γ30.07513.40
γ4-0.0478-2.10
γ50.04042.03
γ6-0.0309-2.14
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts