State Street Health Care Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
19.00%
unchanged at 0.00%
1 Week
18.82%
decreased by 0.18%
1 Month
18.24%
decreased by 0.76%
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 | |
|---|---|---|
| 1.7340 | 6.61 | |
| 0.1070 | 8.47 | |
| 0.8569 | 61.17 | |
| 0.0092 | 3.45 | |
| -0.0112 | -2.34 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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