S&P Health Care Select Sector Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.67% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 23.72 | |
| 0.1054 | 34.07 | |
| 0.8745 | 290.83 |
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
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