S&P Real Estate Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.23% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 16.31 | |
| 0.0805 | 20.93 | |
| 0.9054 | 219.55 | |
| 0.4688 | 15.31 | |
| 1.3148 | 20.77 |
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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