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S&P Global REIT Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.30% (+0.27%)
Analysis last updated: Wednesday, February 11, 2026 at 12:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Global REIT Index EGARCH
paramt-stat
ω0.00130.87
α0.160827.88
β0.9816751.63
γ-0.0661-13.27
Estimation Period:
Feb 19, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts