S&P Real Estate Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.33% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 3.08 | |
| 0.1505 | 23.65 | |
| 0.9749 | 487.95 | |
| -0.0776 | -15.12 |
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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