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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6044 | 7.65 | |
| 0.0982 | 9.58 | |
| 0.8645 | 67.56 | |
| -0.0841 | -6.28 | |
| 0.1158 | 5.87 | |
| -0.0404 | -3.13 | |
| 0.0152 | 1.29 | |
| -0.0095 | -1.12 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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