S&P 500 Insurance Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.96% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9952 | 7.23 | |
| 0.0989 | 10.03 | |
| 0.8749 | 79.86 | |
| 0.0639 | 4.24 | |
| -0.1108 | -4.54 | |
| 0.0751 | 3.40 | |
| -0.0478 | -2.10 | |
| 0.0404 | 2.03 | |
| -0.0309 | -2.14 |
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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