V-Lab
V-Lab

Health Care Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:10.04% (-0.01%)

Analysis last updated: Wednesday, March 27, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Health Care Select Sector SPDR Fund EGARCH
paramt-stat
ω0.00752.98
α0.158625.37
β0.9707661.25
γ-0.1157-24.04
Estimation Period:
Dec 22, 1998 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts