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V-Lab

S&P Composite 1500 Real Estate Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.70% (-0.76%)
Analysis last updated: Friday, February 13, 2026 at 12:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Real Estate Sector Index SGARCH
paramt-stat
ω0.83296.70
α0.11309.77
β0.875172.78
γ10.00161.11
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts