V-Lab: Health Care Select Sector SPDR Fund MF2-GARCH Volatility Analysis

V-Lab

Health Care Select Sector SPDR Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:19.99% (-1.26%)

Analysis last updated: Saturday, May 31, 2025 at 03:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0173	4.10
$β$	0.8503	192.42
$γ$	0.1615	30.27
$λ_{1}$	0.0063	8.82
$λ_{2}$	0.0215	6.88
$λ_{3}$	0.9726	266.41

Estimation Period:
Dec 22, 1998 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Health Care Select Sector SPDR Fund Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T