S&P Real Estate Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.73% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7791 | 6.64 | |
| 0.1110 | 5.69 | |
| 0.8371 | 30.76 | |
| -0.0121 | -0.44 | |
| 0.0501 | 1.20 | |
| -0.1234 | -3.22 |
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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