State Street Health Care Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.82%
decreased by 0.14%
1 Week
13.33%
increased by 0.37%
1 Month
14.70%
increased by 1.74%
Analysis last updated: Friday, May 22, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0178 | 4.41 | |
| 0.8473 | 192.83 | |
| 0.1596 | 30.54 | |
| 0.0077 | 7.94 | |
| 0.0266 | 6.60 | |
| 0.9663 | 203.82 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
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