State Street Health Care Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
16.42%
decreased by 0.28%
1 Week
16.50%
decreased by 0.20%
1 Month
16.78%
increased by 0.08%
Analysis last updated: Thursday, April 2, 2026 at 10:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0183 | 4.55 | |
| 0.8467 | 192.82 | |
| 0.1597 | 30.56 | |
| 0.0077 | 7.96 | |
| 0.0266 | 6.61 | |
| 0.9662 | 203.54 |
Estimation Period:
Dec 22, 1998 to Apr 2, 2026
Dec 22, 1998 to Apr 2, 2026
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