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V-Lab

S&P Real Estate Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.33% (-0.70%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Real Estate Select Sector Index EGARCH
paramt-stat
ω0.00673.08
α0.150523.65
β0.9749487.95
γ-0.0776-15.12
Estimation Period:
Dec 29, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts