V-Lab
V-Lab
Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:11.57% (-0.29%)
Analysis last updated: Tuesday, July 29, 2025 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Technology Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.028015.26
α0.02428.32
β0.9018402.42
γ0.125819.99
Estimation Period:
Dec 22, 1998 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts