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V-Lab

S&P 500 Real Estate Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.61% (-0.74%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Real Estate Sector Index SGARCH
paramt-stat
ω0.89106.57
α0.11159.72
β0.876773.02
γ10.00201.44
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts