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S&P 500 Health Care Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.88% (-0.65%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Health Care Sector Index EGARCH
paramt-stat
ω0.00795.15
α0.157244.55
β0.9748999.81
γ-0.0845-27.00
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts