S&P Composite 1500 Real Estate Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.44% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 18.56 | |
| 0.0481 | 15.32 | |
| 0.8909 | 348.84 | |
| 0.0941 | 14.04 |
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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