V-Lab
V-Lab
Health Care Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:11.96% (-0.51%)

Analysis last updated: Friday, April 26, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Health Care Select Sector SPDR Fund MF2-GARCH
paramt-stat
m61
α0.01382.96
β0.8609192.69
γ0.156128.46
λ10.00428.71
λ20.01676.85
λ30.9792351.72
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts