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

V-Lab

Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:21.83% (-0.43%)

Analysis last updated: Saturday, May 31, 2025 at 03:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8460	206.03
$γ$	0.1772	41.15
$λ_{1}$	0.0218	4.74
$λ_{2}$	0.1171	4.79
$λ_{3}$	0.8722	33.27

Estimation Period:
Dec 22, 1998 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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