V-Lab
V-Lab
Health Care Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:14.55% (+1.62%)
Analysis last updated: Friday, September 12, 2025 at 10:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Health Care Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.029120.29
α0.02236.52
β0.8829277.98
γ0.145417.98
Estimation Period:
Dec 22, 1998 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts