State Street Health Care Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.25% (+3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0183 | 4.56 | |
| 0.8463 | 192.51 | |
| 0.1605 | 30.64 | |
| 0.0077 | 7.96 | |
| 0.0267 | 6.62 | |
| 0.9662 | 203.49 |
Estimation Period:
Dec 22, 1998 to Mar 6, 2026
Dec 22, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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