Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:27.81% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 15.99 | |
| 0.0261 | 8.65 | |
| 0.9005 | 392.55 | |
| 0.1238 | 19.46 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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