Technology Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:20.78% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0322 | 6.31 | |
| 0.0997 | 9.65 | |
| 0.8681 | 69.21 | |
| -0.1567 | -4.65 | |
| 0.2591 | 5.25 | |
| -0.1632 | -5.46 | |
| 0.1125 | 3.65 | |
| -0.0658 | -2.11 | |
| 0.0067 | 0.30 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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