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V-Lab

S&P 500 Real Estate Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.96% (-0.72%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Real Estate Sector Index AGARCH
paramt-stat
ω0.019913.06
α0.104240.42
β0.8801325.25
γ0.356220.74
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts