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 Wednesday, July 30th, 2025:15.21% (-0.11%)

Analysis last updated: Tuesday, July 29, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0176	4.20
$β$	0.8484	193.53
$γ$	0.1624	30.45
$λ_{1}$	0.0063	8.80
$λ_{2}$	0.0216	6.90
$λ_{3}$	0.9725	265.71

Estimation Period:
Dec 22, 1998 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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