V-Lab
Technology Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.38% (-0.35%)
Analysis last updated: Wednesday, May 1, 2024 at 11:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9116 | 5.73 | |
| 0.0917 | 9.25 | |
| 0.8751 | 70.46 | |
| -0.1987 | -5.75 | |
| 0.3201 | 6.55 | |
| -0.1909 | -6.16 | |
| 0.1141 | 3.44 | |
| -0.0328 | -0.90 | |
| -0.0595 | -1.20 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Technology Select Sector SPDR Fund Analyses