S&P Health Care Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.07% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4775 | 8.23 | |
| 0.1051 | 8.46 | |
| 0.8640 | 63.21 | |
| 0.0032 | 3.87 |
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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