S&P Global REIT Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.87% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9053 | 6.88 | |
| 0.0833 | 25.97 | |
| 0.9854 | 500.94 | |
| 7.1418 | 4.86 |
Estimation Period:
Feb 19, 2010 to Feb 6, 2026
Feb 19, 2010 to Feb 6, 2026
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