S&P 500 Real Estate Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.02% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8472 | 6.23 | |
| 0.1109 | 9.89 | |
| 0.8783 | 74.54 | |
| 0.0000 | 0.03 |
Estimation Period:
Oct 8, 2001 to Feb 13, 2026
Oct 8, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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