Health Care Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:15.31% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0179 | 4.34 | |
| 0.8474 | 193.46 | |
| 0.1625 | 30.74 | |
| 0.0066 | 8.67 | |
| 0.0225 | 6.83 | |
| 0.9714 | 252.38 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Health Care Select Sector SPDR Fund Analyses
Other MF2-GARCH Analyses on ETFs