S&P Composite 1500 Real Estate Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.81% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 7.69 | |
| 0.1843 | 40.40 | |
| 0.9851 | 1,165.77 | |
| -0.0684 | -17.95 |
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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