S&P Composite 1500 Real Estate Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.07% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9448 | 8.94 | |
| 0.0988 | 35.32 | |
| 0.9884 | 717.26 | |
| 10.0351 | 5.25 |
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Oct 8, 2001 to Feb 6, 2026
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