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S&P Global REIT Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.67% (-0.40%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Global REIT Index AGARCH
paramt-stat
ω0.00816.68
α0.082825.28
β0.8988255.85
γ0.335016.35
Estimation Period:
Feb 19, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts