V-Lab
Technology Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:19.40% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0001 | 6.23 | |
| 0.1000 | 9.52 | |
| 0.8665 | 67.90 | |
| -0.1676 | -4.92 | |
| 0.2752 | 5.57 | |
| -0.1700 | -5.67 | |
| 0.1115 | 3.56 | |
| -0.0549 | -1.74 | |
| -0.0062 | -0.27 |
Estimation Period:
Dec 22, 1998 to Jun 13, 2025
Dec 22, 1998 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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