S&P 500 Health Care Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.33% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 23.52 | |
| 0.0877 | 42.73 | |
| 0.8971 | 410.36 |
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 GARCH Analyses on Equity Sectors