Health Care Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:11.19% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 20.32 | |
| 0.0222 | 6.56 | |
| 0.8825 | 278.73 | |
| 0.1464 | 18.13 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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