Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:25.61% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 15.94 | |
| 0.0256 | 8.56 | |
| 0.9015 | 396.42 | |
| 0.1229 | 19.55 |
Estimation Period:
Dec 22, 1998 to Nov 28, 2025
Dec 22, 1998 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other Technology Select Sector SPDR Fund Analyses
Other GJR-GARCH Analyses on ETFs