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S&P 500 Real Estate Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.11% (-0.60%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Real Estate Sector Index APARCH
paramt-stat
ω0.025122.18
α0.096034.34
β0.8976346.41
γ0.303418.50
δ1.589331.90
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts