V-Lab
V-Lab
Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 20th, 2025:25.40% (-1.15%)
Analysis last updated: Tuesday, May 20, 2025 at 02:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Technology Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.027014.79
α0.02388.33
β0.9045400.95
γ0.122219.45
Estimation Period:
Dec 22, 1998 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts