Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:30.65% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8507 | 212.08 | |
| 0.1748 | 40.91 | |
| 0.0213 | 5.23 | |
| 0.1046 | 5.05 | |
| 0.8845 | 39.50 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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