V-Lab
Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, April 11th, 2025:63.69% (+5.41%)
Volatility Summary Table
Closing Price: | $194.37 | Return: | -4.77% | 1 Week Pred: | 61.97% |
Average Week Vol: | 63.43% | Average Month Vol: | 41.57% | 1 Month Pred: | 54.14% |
Min Vol: | 7.79% | Max Vol: | 130.67% | 6 Month Pred: | 38.17% |
Average Vol: | 25.32% | Vol of Vol: | 28.72% | 1 Year Pred: | 34.27% |
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8475 | 206.05 | |
| 0.1751 | 40.81 | |
| 0.0217 | 4.72 | |
| 0.1176 | 4.77 | |
| 0.8718 | 33.01 |
Estimation Period:
Dec 22, 1998 to Apr 4, 2025
Dec 22, 1998 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other Technology Select Sector SPDR Fund Analyses
Other MF2-GARCH Analyses on ETFs