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S&P Real Estate Select Sector Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.27% (+0.65%)
Analysis last updated: Wednesday, February 11, 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 GARCH
paramt-stat
ω0.030813.93
α0.098124.81
β0.8782178.78
Estimation Period:
Dec 29, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts