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V-Lab

S&P 500 Insurance Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.20% (-0.89%)
Analysis last updated: Friday, February 20, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P 500 Insurance Industry Index SGARCH
paramt-stat
ω0.73855.61
α0.101010.82
β0.882192.16
γ1-0.0035-1.54
γ20.00771.76
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts