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S&P Global REIT Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.38% (-0.53%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Global REIT Index GARCH
paramt-stat
ω0.014515.86
α0.100326.29
β0.8859228.03
Estimation Period:
Feb 19, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts