V-Lab: Health Care Select Sector SPDR Fund Spline-GARCH Volatility Analysis

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V-Lab

Health Care Select Sector SPDR Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:12.69% (+0.46%)

Analysis last updated: Monday, November 10, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1598	5.82
$α$	0.1081	8.13
$β$	0.8342	47.27
$γ_{1}$	-0.1664	-2.33
$γ_{2}$	0.1914	1.74
$γ_{3}$	0.0943	1.23
$γ_{4}$	-0.2740	-4.21
$γ_{5}$	0.3039	4.64
$γ_{6}$	-0.2889	-3.79
$γ_{7}$	0.2776	3.44
$γ_{8}$	-0.2741	-3.82
$γ_{9}$	0.3084	3.19

Estimation Period:
Dec 22, 1998 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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