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S&P Composite 1500 Real Estate Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.44% (-0.54%)
Analysis last updated: Friday, February 13, 2026 at 12:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of S&P Composite 1500 Real Estate Sector Index GJR-GARCH
paramt-stat
ω0.025318.56
α0.048115.32
β0.8909348.84
γ0.094114.04
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts