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

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V-Lab

Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 24th, 2024:23.54% (-1.24%)

Analysis last updated: Monday, December 23, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8451	202.43
$γ$	0.1766	40.93
$λ_{1}$	0.0237	4.49
$λ_{2}$	0.1250	4.39
$λ_{3}$	0.8626	28.04

Estimation Period:
Dec 22, 1998 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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