S&P Composite 1500 Real Estate Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.81% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7915 | 6.36 | |
| 0.1125 | 9.93 | |
| 0.8764 | 73.88 | |
| -0.0003 | -0.70 |
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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