V-Lab
Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:15.57% (-0.23%)
Analysis last updated: Friday, May 17, 2024 at 10:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8490 | 205.13 | |
| 0.1711 | 42.01 | |
| 0.0181 | 4.73 | |
| 0.1025 | 3.81 | |
| 0.8874 | 30.73 |
Estimation Period:
Dec 22, 1998 to May 17, 2024
Dec 22, 1998 to May 17, 2024
News Impact Curve
Volatility Forecasts
Other Technology Select Sector SPDR Fund Analyses