State Street Technology Select Sector SPDR ETF EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
22.80%
decreased by 0.24%
1 Week
22.88%
decreased by 0.16%
1 Month
23.16%
increased by 0.12%
Analysis last updated: Thursday, May 21, 2026 at 02:48 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 10.01 | |
| 0.1639 | 38.28 | |
| 0.9779 | 996.86 | |
| -0.0946 | -22.49 |
Estimation Period:
Dec 22, 1998 to May 15, 2026
Dec 22, 1998 to May 15, 2026
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