Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:27.17% (+4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8504 | 211.23 | |
| 0.1748 | 40.84 | |
| 0.0214 | 5.20 | |
| 0.1051 | 5.02 | |
| 0.8840 | 39.08 |
Estimation Period:
Dec 22, 1998 to Nov 7, 2025
Dec 22, 1998 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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