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S&P Health Care Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.43% (-0.76%)
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 S0GARCH
paramt-stat
ω1.60958.15
α0.10538.41
β0.862362.19
γ10.00663.95
γ2-0.0072-3.43
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts