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S&P 500 Real Estate Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.66% (-0.90%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Real Estate Sector Index GARCH
paramt-stat
ω0.025718.70
α0.109938.75
β0.8786298.13
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts