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V-Lab

S&P Composite 1500 Health Care Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.91% (-0.49%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Health Care Sector Index S0GARCH
paramt-stat
ω0.60447.65
α0.09829.58
β0.864567.56
γ1-0.0841-6.28
γ20.11585.87
γ3-0.0404-3.13
γ40.01521.29
γ5-0.0095-1.12
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts