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S&P Real Estate Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.50% (-0.40%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Real Estate Select Sector Index MF2-GARCH
paramt-stat
m31
α0.01814.15
β0.744559.58
γ0.177919.84
λ10.01202.13
λ20.06083.47
λ30.929745.49
Estimation Period:
Dec 29, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts