Health Care Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:13.85% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 20.39 | |
| 0.0225 | 6.67 | |
| 0.8824 | 279.05 | |
| 0.1461 | 18.09 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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