V-Lab
V-Lab
Technology Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:16.70% (+2.43%)
Analysis last updated: Friday, June 13, 2025 at 11:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Technology Select Sector SPDR Fund APARCH
paramt-stat
ω0.030427.37
α0.088332.73
β0.9082402.24
γ0.587716.32
δ1.203136.24
Estimation Period:
Dec 22, 1998 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts