Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:19.05% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 15.99 | |
| 0.0258 | 8.59 | |
| 0.9010 | 394.84 | |
| 0.1232 | 19.51 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other Technology Select Sector SPDR Fund Analyses
Other GJR-GARCH Analyses on ETFs