S&P Composite 1500 Real Estate Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.20% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 11.44 | |
| 0.1019 | 39.23 | |
| 0.8819 | 319.76 | |
| 0.3643 | 20.02 |
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Oct 8, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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