S&P Real Estate Select Sector Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.27% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 13.93 | |
| 0.0981 | 24.81 | |
| 0.8782 | 178.78 |
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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