S&P 500 Real Estate Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.11% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 22.18 | |
| 0.0960 | 34.34 | |
| 0.8976 | 346.41 | |
| 0.3034 | 18.50 | |
| 1.5893 | 31.90 |
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Oct 8, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Real Estate Sector Index Analyses
Other APARCH Analyses on Equity Sectors