S&P 500 Health Care Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.46% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 8.70 | |
| 0.0828 | 42.60 | |
| 0.8963 | 420.39 | |
| 0.4758 | 31.21 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Health Care Sector Index Analyses
Other AGARCH Analyses on Equity Sectors