S&P 500 Real Estate Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.83% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 19.23 | |
| 0.0515 | 16.03 | |
| 0.8908 | 349.34 | |
| 0.0884 | 12.98 |
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Oct 8, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Real Estate Sector Index Analyses
Other GJR-GARCH Analyses on Equity Sectors