V-Lab
Technology Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:23.05% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9919 | 6.19 | |
| 0.0993 | 9.42 | |
| 0.8675 | 67.73 | |
| -0.1691 | -4.95 | |
| 0.2771 | 5.60 | |
| -0.1702 | -5.66 | |
| 0.1107 | 3.52 | |
| -0.0531 | -1.67 | |
| -0.0083 | -0.36 |
Estimation Period:
Dec 22, 1998 to May 30, 2025
Dec 22, 1998 to May 30, 2025
News Impact Curve
Volatility Forecasts
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