S&P Composite 1500 Health Care Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.73% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6002 | 7.62 | |
| 0.0983 | 9.56 | |
| 0.8642 | 67.56 | |
| -0.0852 | -6.37 | |
| 0.1175 | 5.96 | |
| -0.0422 | -3.19 | |
| 0.0180 | 1.27 | |
| -0.0155 | -0.62 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Health Care Sector Index Analyses
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