S&P Health Care Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.43% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6095 | 8.15 | |
| 0.1053 | 8.41 | |
| 0.8623 | 62.19 | |
| 0.0066 | 3.95 | |
| -0.0072 | -3.43 |
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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