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S&P Composite 1500 Health Care Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.71% (-0.29%)
Analysis last updated: Sunday, February 15, 2026 at 12:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P Composite 1500 Health Care Sector Index GJR-GARCH
paramt-stat
ω0.025622.21
α0.025410.42
β0.8946380.04
γ0.120020.44
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts