S&P 500 Real Estate Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.07% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1568 | 8.02 | |
| 0.0985 | 34.97 | |
| 0.9893 | 696.70 | |
| 10.0479 | 5.16 |
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Oct 8, 2001 to Feb 6, 2026
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