S&P Global REIT Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.30% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 0.87 | |
| 0.1608 | 27.88 | |
| 0.9816 | 751.63 | |
| -0.0661 | -13.27 |
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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