State Street Health Care Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
14.20%
decreased by 0.58%
1 Week
14.56%
decreased by 0.22%
1 Month
15.61%
increased by 0.83%
Analysis last updated: Tuesday, June 16, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0177 | 4.42 | |
| 0.8469 | 193.44 | |
| 0.1604 | 30.75 | |
| 0.0077 | 7.92 | |
| 0.0268 | 6.61 | |
| 0.9661 | 202.63 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
Other State Street Health Care Select Sector SPDR ETF Analyses
Other MF2-GARCH Analyses on ETFs