V-Lab: State Street Technology Select Sector SPDR ETF MF2-GARCH Volatility Analysis

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State Street Technology Select Sector SPDR ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:26.12% (+8.47%)

Analysis last updated: Saturday, December 13, 2025 at 01:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8502	210.34
$γ$	0.1746	40.83
$λ_{1}$	0.0214	5.17
$λ_{2}$	0.1055	5.00
$λ_{3}$	0.8835	38.68

Estimation Period:
Dec 22, 1998 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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