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State Street Health Care Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:18.03% (-0.32%)
Analysis last updated: Monday, March 16, 2026 at 09:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street Health Care Select Sector SPDR ETF SGARCH
paramt-stat
ω1.15335.74
α0.10738.18
β0.836148.89
γ1-0.1723-2.47
γ20.20901.95
γ30.06400.85
γ4-0.2342-3.70
γ50.26124.19
γ6-0.2483-3.40
γ70.24473.02
γ8-0.2547-3.53
γ90.32603.73
Estimation Period:
Dec 22, 1998 to Mar 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts