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State Street Health Care Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.95% (-0.72%)
Analysis last updated: Thursday, February 12, 2026 at 10:49 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
ω1.16045.81
α0.10748.17
β0.835748.55
γ1-0.1701-2.43
γ20.20431.90
γ30.07080.93
γ4-0.2435-3.83
γ50.27154.32
γ6-0.2586-3.51
γ70.25423.14
γ8-0.2631-3.66
γ90.33573.76
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts