Technology Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:26.22% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0351 | 6.33 | |
| 0.0994 | 9.65 | |
| 0.8685 | 69.47 | |
| -0.1554 | -4.61 | |
| 0.2571 | 5.21 | |
| -0.1619 | -5.42 | |
| 0.1117 | 3.63 | |
| -0.0652 | -2.09 | |
| 0.0061 | 0.27 |
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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