Health Care Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:12.12% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 20.54 | |
| 0.0234 | 7.03 | |
| 0.8817 | 279.02 | |
| 0.1446 | 17.85 |
Estimation Period:
Dec 22, 1998 to Nov 28, 2025
Dec 22, 1998 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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