V-Lab
Technology Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:20.76% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6088 | 8.77 | |
| 0.1012 | 10.49 | |
| 0.8790 | 85.13 | |
| 0.0065 | 5.97 |
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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