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 Wednesday, July 30th, 2025:15.11% (-0.20%)

Analysis last updated: Tuesday, July 29, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8498	217.68
$γ$	0.1760	41.54
$λ_{1}$	0.0240	4.99
$λ_{2}$	0.1185	4.73
$λ_{3}$	0.8690	31.98

Estimation Period:
Dec 22, 1998 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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