S&P Health Care Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.95% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 21.02 | |
| 0.0181 | 7.87 | |
| 0.8853 | 329.00 | |
| 0.1449 | 20.12 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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