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S&P Global REIT Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.13% (-0.33%)
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 APARCH
paramt-stat
ω0.015119.34
α0.080525.53
β0.9105277.51
γ0.348914.09
δ1.566623.49
Estimation Period:
Feb 19, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts