V-Lab
V-Lab
Health Care Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:14.89% (-0.65%)
Analysis last updated: Wednesday, July 30, 2025 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Health Care Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.029020.27
α0.02236.48
β0.8828277.09
γ0.145918.01
Estimation Period:
Dec 22, 1998 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts