V-Lab
State Street Technology Select Sector SPDR ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, September 8th, 2026
1 Day
17.78%
1 Week
16.94%
1 Month
14.78%
Analysis last updated: Friday, September 4, 2026 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 22, 1998 to Sep 4, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 40% more than equivalent positive returns. The volatility power δ = 0.85 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0463 | 7.69*** |
| αARCH | 0.2270 | 15.82*** |
| βGARCH | 0.7561 | 52.30*** |
| γleverage | 0.1928 | 7.35*** |
| δpower | 0.8550 | 5.64*** |
0.936
Persistence11d
Half-lifeAPMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0463 | 7.69*** |
α ARCH Response to squared shocks | 0.2270 | 15.82*** |
β GARCH Volatility persistence | 0.7561 | 52.30*** |
γ leverage Additional response to negative shocks | 0.1928 | 7.35*** |
δ power Transformation power | 0.8550 | 5.64*** |
Persistence:
0.936
Half-life:
11 days
Other State Street Technology Select Sector SPDR ETF Analyses
Other Asy. Power MEM Analyses on ETFs