V-Lab
V-Lab
Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:21.47% (-0.86%)
Analysis last updated: Saturday, May 31, 2025 at 03:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Technology Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.027515.04
α0.02408.34
β0.9034400.61
γ0.123619.64
Estimation Period:
Dec 22, 1998 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts