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S&P 500 Real Estate Sector Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.51% (+0.28%)
Analysis last updated: Wednesday, February 11, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Real Estate Sector Index EGARCH
paramt-stat
ω0.01138.68
α0.184940.93
β0.98561,230.47
γ-0.0657-17.26
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts