S&P 500 Health Care Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.21% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 22.94 | |
| 0.0290 | 13.27 | |
| 0.9038 | 435.34 | |
| 0.0997 | 18.87 |
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 GJR-GARCH Analyses on Equity Sectors