V-Lab: Health Care Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Health Care Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:15.36% (-0.68%)

Analysis last updated: Tuesday, July 29, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1694	5.84
$α$	0.1075	8.01
$β$	0.8362	48.13
$γ_{1}$	-0.1602	-2.15
$γ_{2}$	0.1765	1.54
$γ_{3}$	0.1135	1.42
$γ_{4}$	-0.2932	-4.30
$γ_{5}$	0.3179	4.55
$γ_{6}$	-0.2942	-3.65
$γ_{7}$	0.2660	3.27
$γ_{8}$	-0.2221	-3.26
$γ_{9}$	0.1328	2.64

Estimation Period:
Dec 22, 1998 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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