V-Lab
Technology Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:15.27% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0136 | 6.21 | |
| 0.1003 | 9.62 | |
| 0.8673 | 68.85 | |
| -0.1643 | -4.80 | |
| 0.2704 | 5.43 | |
| -0.1684 | -5.56 | |
| 0.1130 | 3.59 | |
| -0.0613 | -1.92 | |
| 0.0013 | 0.06 |
Estimation Period:
Dec 22, 1998 to Jul 25, 2025
Dec 22, 1998 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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