S&P Health Care Select Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.52% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2252 | 9.21 | |
| 0.0894 | 33.51 | |
| 0.9817 | 429.65 | |
| 7.9753 | 5.27 |
Estimation Period:
Dec 30, 1997 to Feb 13, 2026
Dec 30, 1997 to Feb 13, 2026
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