S&P Real Estate Select Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.19% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2402 | 8.51 | |
| 0.0982 | 18.37 | |
| 0.9728 | 286.78 | |
| 8.0359 | 3.75 |
Estimation Period:
Dec 29, 2011 to Feb 6, 2026
Dec 29, 2011 to Feb 6, 2026
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