S&P 500 Real Estate Sector Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.51% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 8.68 | |
| 0.1849 | 40.93 | |
| 0.9856 | 1,230.47 | |
| -0.0657 | -17.26 |
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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