S&P Real Estate Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.34% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 13.59 | |
| 0.0334 | 9.06 | |
| 0.8973 | 232.33 | |
| 0.0902 | 10.17 |
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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