State Street Health Care Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
16.86%
decreased by 0.32%
1 Week
16.92%
decreased by 0.26%
1 Month
17.12%
decreased by 0.06%
Analysis last updated: Thursday, April 2, 2026 at 10:40 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 | |
| 0.0235 | 7.16 | |
| 0.8824 | 281.11 | |
| 0.1427 | 17.80 |
Estimation Period:
Dec 22, 1998 to Apr 2, 2026
Dec 22, 1998 to Apr 2, 2026
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