V-Lab
V-Lab
Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:17.98% (-0.67%)

Analysis last updated: Thursday, May 9, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Technology Select Sector SPDR Fund MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8493205.94
γ0.171041.96
λ10.01814.74
λ20.10253.81
λ30.887530.81
Estimation Period:
Dec 22, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts