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S&P Real Estate Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.17% (-0.89%)
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 S0GARCH
paramt-stat
ω0.72927.92
α0.10446.11
β0.863238.30
γ1-0.0031-2.49
Estimation Period:
Dec 29, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts