S&P 500 Real Estate Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.96% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 13.06 | |
| 0.1042 | 40.42 | |
| 0.8801 | 325.25 | |
| 0.3562 | 20.74 |
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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