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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%)
Analysis last updated: Thursday, February 12, 2026 at 01:29 PM UTC
Date Range:

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to

6M ·

1Y ·

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graph of S&P Composite 1500 Real Estate Sector Index S0GARCH
paramt-stat
ω0.79156.36
α0.11259.93
β0.876473.88
γ1-0.0003-0.70
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts