S&P Real Estate Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.86% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 6.86 | |
| 0.0837 | 24.94 | |
| 0.8882 | 207.00 | |
| 0.4825 | 18.65 |
Estimation Period:
Dec 29, 2011 to Feb 6, 2026
Dec 29, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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