S&P 500 Health Care Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.95% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2414 | 10.64 | |
| 0.0889 | 10.32 | |
| 0.8911 | 93.18 | |
| 0.0004 | 3.41 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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