Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:29.86% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8493 | 210.53 | |
| 0.1760 | 41.10 | |
| 0.0232 | 4.96 | |
| 0.1140 | 4.71 | |
| 0.8743 | 33.40 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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