Skip to main content
V-Lab

S&P Health Care Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.13% (-7.31%)
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 MF2-GARCH
paramt-stat
m26
α0.85578,557,010.00
β0.004444,210.00
γ0.27982,797,560.00
λ10.592211.72
λ20.446520.75
λ30.00580.11
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts