V-Lab
V-Lab
Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:14.48% (-0.11%)
Analysis last updated: Thursday, July 3, 2025 at 11:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Technology Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.028015.30
α0.02438.36
β0.9022403.69
γ0.124919.88
Estimation Period:
Dec 22, 1998 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts