S&P Composite 1500 Real Estate Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.70% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8329 | 6.70 | |
| 0.1130 | 9.77 | |
| 0.8751 | 72.78 | |
| 0.0016 | 1.11 |
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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