Skip to main content
V-Lab
V-Lab
Health Care Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:12.53% (+0.53%)
Analysis last updated: Saturday, November 22, 2025 at 12:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Health Care Select Sector SPDR Fund MF2-GARCH
paramt-stat
m71
α0.01794.38
β0.8472192.02
γ0.161630.71
λ10.00768.12
λ20.02596.64
λ30.9671210.61
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts