V-Lab
Technology Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:15.17% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3477 | 5.62 | |
| 0.0875 | 46.89 | |
| 0.9946 | 969.38 | |
| 8.6773 | 7.25 |
Estimation Period:
Dec 22, 1998 to Aug 22, 2025
Dec 22, 1998 to Aug 22, 2025
Other Technology Select Sector SPDR Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs