State Street Health Care Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
15.67%
decreased by 0.90%
1 Week
15.75%
decreased by 0.82%
1 Month
15.99%
decreased by 0.58%
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 | |
|---|---|---|
| 1.7172 | 6.77 | |
| 0.1067 | 8.48 | |
| 0.8573 | 61.40 | |
| 0.0087 | 3.97 | |
| -0.0099 | -3.72 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
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