State Street Health Care Select Sector SPDR ETF GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
17.00%
increased by 0.95%
1 Week
17.05%
increased by 1.00%
1 Month
17.22%
increased by 1.17%
Analysis last updated: Wednesday, June 17, 2026 at 10:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 22.24 | |
| 0.1044 | 34.53 | |
| 0.8748 | 290.92 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
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