S&P Real Estate Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.50% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0181 | 4.15 | |
| 0.7445 | 59.58 | |
| 0.1779 | 19.84 | |
| 0.0120 | 2.13 | |
| 0.0608 | 3.47 | |
| 0.9297 | 45.49 |
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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