Health Care Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:12.54% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0178 | 4.25 | |
| 0.8468 | 193.11 | |
| 0.1635 | 30.58 | |
| 0.0051 | 9.31 | |
| 0.0180 | 7.05 | |
| 0.9772 | 331.71 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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