V-Lab: Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis

V-Lab

Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:16.27% (-0.28%)

Analysis last updated: Thursday, July 17, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8488	213.64
$γ$	0.1771	41.22
$λ_{1}$	0.0210	5.26
$λ_{2}$	0.1068	5.21
$λ_{3}$	0.8825	40.01

Estimation Period:
Dec 22, 1998 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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