State Street Health Care Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.70%
increased by 0.65%
1 Week
14.85%
increased by 0.80%
1 Month
15.31%
increased by 1.26%
Analysis last updated: Friday, May 22, 2026 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7158 | 6.77 | |
| 0.1067 | 8.45 | |
| 0.8572 | 61.23 | |
| 0.0087 | 3.95 | |
| -0.0099 | -3.69 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
Other State Street Health Care Select Sector SPDR ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs