State Street Health Care Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.24%
decreased by 1.03%
1 Week
17.21%
decreased by 1.06%
1 Month
17.10%
decreased by 1.17%
Analysis last updated: Saturday, June 13, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7172 | 6.77 | |
| 0.1067 | 8.48 | |
| 0.8573 | 61.40 | |
| 0.0087 | 3.97 | |
| -0.0099 | -3.72 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
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