Health Care Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:16.55% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7315 | 6.66 | |
| 0.1088 | 8.45 | |
| 0.8556 | 60.46 | |
| 0.0090 | 3.86 | |
| -0.0101 | -3.58 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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