Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:18.97% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8498 | 210.24 | |
| 0.1754 | 40.85 | |
| 0.0212 | 5.21 | |
| 0.1044 | 5.04 | |
| 0.8847 | 39.56 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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