V-Lab
V-Lab
Health Care Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:12.57% (-0.40%)
Analysis last updated: Thursday, July 10, 2025 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Health Care Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.029020.25
α0.02246.52
β0.8828276.74
γ0.145517.96
Estimation Period:
Dec 22, 1998 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts