State Street Health Care Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.25% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7477 | 6.68 | |
| 0.1083 | 8.47 | |
| 0.8547 | 60.18 | |
| 0.0097 | 3.60 | |
| -0.0125 | -2.56 |
Estimation Period:
Dec 22, 1998 to Feb 20, 2026
Dec 22, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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