Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.97% (+2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2542 | 7.97 | |
| 0.0896 | 30.82 | |
| 0.9819 | 385.52 | |
| 7.4579 | 5.49 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
Other Health Care Select Sector SPDR Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs