S&P 500 Real Estate Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.66% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 18.70 | |
| 0.1099 | 38.75 | |
| 0.8786 | 298.13 |
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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