S&P Health Care Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.31% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 2.33 | |
| 0.1672 | 36.64 | |
| 0.9686 | 690.85 | |
| -0.1128 | -27.07 |
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 EGARCH Analyses on Equity Sectors