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S&P Composite 1500 Real Estate Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.20% (-0.31%)
Analysis last updated: Thursday, February 12, 2026 at 01:28 PM UTC
Date Range:

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to

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graph of S&P Composite 1500 Real Estate Sector Index AGARCH
paramt-stat
ω0.018211.44
α0.101939.23
β0.8819319.76
γ0.364320.02
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts