S&P Global REIT Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.13% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 19.34 | |
| 0.0805 | 25.53 | |
| 0.9105 | 277.51 | |
| 0.3489 | 14.09 | |
| 1.5666 | 23.49 |
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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