Health Care Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:16.70% (+3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7274 | 6.72 | |
| 0.1090 | 8.46 | |
| 0.8547 | 60.27 | |
| 0.0089 | 3.90 | |
| -0.0101 | -3.62 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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