V-Lab
V-Lab

Health Care Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:10.86% (+2.01%)

Analysis last updated: Wednesday, March 27, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Health Care Select Sector SPDR Fund S0GARCH
paramt-stat
ω1.15365.98
α0.09777.86
β0.850650.08
γ1-0.1402-1.21
γ20.07160.40
γ30.23261.83
γ4-0.2022-1.83
γ5-0.0588-0.61
γ60.27642.96
γ7-0.3891-3.54
γ80.40853.60
γ9-0.3477-3.50
γ100.20592.89
Estimation Period:
Dec 22, 1998 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts