S&P Composite 1500 Real Estate Sector Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.91% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 19.07 | |
| 0.1111 | 38.38 | |
| 0.8774 | 293.25 |
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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