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S&P 500 Real Estate Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.02% (+1.10%)
Analysis last updated: Sunday, February 15, 2026 at 05:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Real Estate Sector Index S0GARCH
paramt-stat
ω0.84726.23
α0.11099.89
β0.878374.54
γ10.00000.03
Estimation Period:
Oct 8, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts