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S&P Composite 1500 Real Estate Sector Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.91% (-0.78%)
Analysis last updated: Friday, February 13, 2026 at 12:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of S&P Composite 1500 Real Estate Sector Index GARCH
paramt-stat
ω0.024819.07
α0.111138.38
β0.8774293.25
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts