State Street Health Care Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.64%
decreased by 0.32%
1 Week
14.82%
decreased by 0.14%
1 Month
15.41%
increased by 0.45%
Analysis last updated: Tuesday, June 9, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 20.70 | |
| 0.0232 | 7.10 | |
| 0.8824 | 281.48 | |
| 0.1433 | 17.97 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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