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S&P 500 Real Estate Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.74% (+0.12%)
Analysis last updated: Wednesday, February 11, 2026 at 12:02 AM UTC
Date Range:

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to

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1Y ·

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graph of S&P 500 Real Estate Sector Index MF2-GARCH
paramt-stat
m41
α0.037511.05
β0.8118101.64
γ0.131921.40
λ10.01753.85
λ20.08993.42
λ30.899930.73
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts