S&P 500 Real Estate Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.61% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8910 | 6.57 | |
| 0.1115 | 9.72 | |
| 0.8767 | 73.02 | |
| 0.0020 | 1.44 |
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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