S&P Composite 1500 Health Care Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.71% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 22.21 | |
| 0.0254 | 10.42 | |
| 0.8946 | 380.04 | |
| 0.1200 | 20.44 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Health Care Sector Index Analyses
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