S&P 500 Insurance Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.20% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7385 | 5.61 | |
| 0.1010 | 10.82 | |
| 0.8821 | 92.16 | |
| -0.0035 | -1.54 | |
| 0.0077 | 1.76 |
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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