State Street Health Care Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
13.07%
decreased by 0.52%
1 Week
13.33%
decreased by 0.26%
1 Month
14.22%
increased by 0.63%
Analysis last updated: Thursday, May 14, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 20.61 | |
| 0.0231 | 7.06 | |
| 0.8827 | 280.94 | |
| 0.1426 | 17.86 |
Estimation Period:
Dec 22, 1998 to May 8, 2026
Dec 22, 1998 to May 8, 2026
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