State Street Health Care Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
15.89%
decreased by 0.75%
1 Week
16.00%
decreased by 0.64%
1 Month
16.36%
decreased by 0.28%
Analysis last updated: Tuesday, April 28, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 20.60 | |
| 0.0233 | 7.11 | |
| 0.8827 | 281.20 | |
| 0.1425 | 17.82 |
Estimation Period:
Dec 22, 1998 to Apr 24, 2026
Dec 22, 1998 to Apr 24, 2026
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