V-Lab: Technology Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Technology Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:18.81% (-0.70%)

Analysis last updated: Friday, June 27, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0056	6.25
$α$	0.1000	9.53
$β$	0.8667	68.09
$γ_{1}$	-0.1660	-4.88
$γ_{2}$	0.2729	5.53
$γ_{3}$	-0.1692	-5.64
$γ_{4}$	0.1116	3.57
$γ_{5}$	-0.0562	-1.78
$γ_{6}$	-0.0047	-0.21

Estimation Period:
Dec 22, 1998 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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