S&P Global REIT Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.67% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 6.68 | |
| 0.0828 | 25.28 | |
| 0.8988 | 255.85 | |
| 0.3350 | 16.35 |
Estimation Period:
Feb 19, 2010 to Feb 6, 2026
Feb 19, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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