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V-Lab

S&P Composite 1500 Real Estate Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.81% (-0.38%)
Analysis last updated: Thursday, February 12, 2026 at 01:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P Composite 1500 Real Estate Sector Index EGARCH
paramt-stat
ω0.01077.69
α0.184340.40
β0.98511,165.77
γ-0.0684-17.95
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts