S&P Health Care Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.97% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 1.84 | |
| 0.0940 | 36.84 | |
| 0.8766 | 330.17 | |
| 0.6078 | 33.25 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Health Care Select Sector Index Analyses
Other AGARCH Analyses on Equity Sectors