State Street Health Care Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:11.33% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 20.59 | |
| 0.0234 | 7.13 | |
| 0.8819 | 280.33 | |
| 0.1437 | 17.85 |
Estimation Period:
Dec 22, 1998 to Feb 20, 2026
Dec 22, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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