S&P Real Estate Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.17% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7292 | 7.92 | |
| 0.1044 | 6.11 | |
| 0.8632 | 38.30 | |
| -0.0031 | -2.49 |
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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