V-Lab
V-Lab
Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:14.84% (-0.40%)
Analysis last updated: Thursday, August 28, 2025 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Technology Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.028215.36
α0.02398.23
β0.9020403.21
γ0.126020.07
Estimation Period:
Dec 22, 1998 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts