S&P Global REIT Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.85% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 14.93 | |
| 0.0375 | 11.27 | |
| 0.9051 | 302.51 | |
| 0.0835 | 10.72 |
Estimation Period:
Feb 19, 2010 to Feb 6, 2026
Feb 19, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Global REIT Index Analyses
Other GJR-GARCH Analyses on Equity Sectors