V-Lab
V-Lab
Health Care Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:9.51% (-0.21%)

Analysis last updated: Friday, May 10, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Health Care Select Sector SPDR Fund MF2-GARCH
paramt-stat
m61
α0.01403.01
β0.8602192.69
γ0.156528.56
λ10.00428.64
λ20.01696.87
λ30.9790348.90
Estimation Period:
Dec 22, 1998 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts