S&P Global REIT Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.38% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 15.86 | |
| 0.1003 | 26.29 | |
| 0.8859 | 228.03 |
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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