State Street Health Care Select Sector SPDR ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.39%
decreased by 0.43%
1 Week
15.52%
decreased by 0.30%
1 Month
15.96%
increased by 0.14%
Analysis last updated: Tuesday, June 9, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 2.98 | |
| 0.1729 | 30.67 | |
| 0.9677 | 682.44 | |
| -0.1120 | -24.91 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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