S&P 500 Health Care Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.88% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 5.15 | |
| 0.1572 | 44.55 | |
| 0.9748 | 999.81 | |
| -0.0845 | -27.00 |
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 EGARCH Analyses on Equity Sectors