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S&P Real Estate Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.86% (-0.58%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Real Estate Select Sector Index AGARCH
paramt-stat
ω0.01686.86
α0.083724.94
β0.8882207.00
γ0.482518.65
Estimation Period:
Dec 29, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts