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S&P Health Care Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.31% (+0.27%)
Analysis last updated: Wednesday, February 11, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Health Care Select Sector Index EGARCH
paramt-stat
ω0.00572.33
α0.167236.64
β0.9686690.85
γ-0.1128-27.07
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts