V-Lab
Technology Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:51.84% (+9.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9933 | 6.17 | |
| 0.0967 | 9.58 | |
| 0.8712 | 69.43 | |
| -0.1726 | -4.98 | |
| 0.2826 | 5.64 | |
| -0.1732 | -5.65 | |
| 0.1111 | 3.46 | |
| -0.0510 | -1.58 | |
| -0.0106 | -0.45 |
Estimation Period:
Dec 22, 1998 to Apr 4, 2025
Dec 22, 1998 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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