S&P Composite 1500 Real Estate Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.90% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 22.87 | |
| 0.0940 | 33.95 | |
| 0.8978 | 344.13 | |
| 0.3228 | 18.12 | |
| 1.6122 | 34.27 |
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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