State Street Health Care Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:18.03% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1533 | 5.74 | |
| 0.1073 | 8.18 | |
| 0.8361 | 48.89 | |
| -0.1723 | -2.47 | |
| 0.2090 | 1.95 | |
| 0.0640 | 0.85 | |
| -0.2342 | -3.70 | |
| 0.2612 | 4.19 | |
| -0.2483 | -3.40 | |
| 0.2447 | 3.02 | |
| -0.2547 | -3.53 | |
| 0.3260 | 3.73 |
Estimation Period:
Dec 22, 1998 to Mar 13, 2026
Dec 22, 1998 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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