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V-Lab

S&P Real Estate Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.73% (-1.06%)
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 SGARCH
paramt-stat
ω0.77916.64
α0.11105.69
β0.837130.76
γ1-0.0121-0.44
γ20.05011.20
γ3-0.1234-3.22
Estimation Period:
Dec 29, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts