Technology Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:28.32% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0278 | 6.28 | |
| 0.1001 | 9.63 | |
| 0.8675 | 68.77 | |
| -0.1586 | -4.68 | |
| 0.2618 | 5.30 | |
| -0.1643 | -5.48 | |
| 0.1123 | 3.63 | |
| -0.0641 | -2.05 | |
| 0.0047 | 0.21 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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