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S&P Health Care Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.95% (-0.54%)
Analysis last updated: Friday, February 13, 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 GJR-GARCH
paramt-stat
ω0.029821.02
α0.01817.87
β0.8853329.00
γ0.144920.12
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts