Health Care Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:11.58% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7273 | 6.69 | |
| 0.1093 | 8.47 | |
| 0.8547 | 60.23 | |
| 0.0088 | 3.83 | |
| -0.0099 | -3.54 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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