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S&P 500 Real Estate Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.83% (-0.64%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P 500 Real Estate Sector Index GJR-GARCH
paramt-stat
ω0.026219.23
α0.051516.03
β0.8908349.34
γ0.088412.98
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts