State Street Health Care Select Sector SPDR ETF AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
16.19%
decreased by 1.05%
1 Week
16.30%
decreased by 0.94%
1 Month
16.66%
decreased by 0.58%
Analysis last updated: Friday, June 12, 2026 at 02:52 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.05 | |
| 0.0889 | 32.60 | |
| 0.8807 | 303.49 | |
| 0.6607 | 30.07 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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