S&P 500 Real Estate Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.74% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0375 | 11.05 | |
| 0.8118 | 101.64 | |
| 0.1319 | 21.40 | |
| 0.0175 | 3.85 | |
| 0.0899 | 3.42 | |
| 0.8999 | 30.73 |
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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