State Street Health Care Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.23%
increased by 0.91%
1 Week
15.32%
increased by 1.00%
1 Month
15.65%
increased by 1.33%
Analysis last updated: Friday, May 22, 2026 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2431 | 8.19 | |
| 0.0881 | 30.95 | |
| 0.9819 | 392.60 | |
| 7.5211 | 5.41 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
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