V-Lab
V-Lab
Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:14.52% (-0.49%)
Analysis last updated: Friday, June 27, 2025 at 11:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Technology Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.028015.31
α0.02428.34
β0.9021403.27
γ0.125219.89
Estimation Period:
Dec 22, 1998 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts