S&P Global REIT Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.93% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0016 | 0.38 | |
| 0.7792 | 81.51 | |
| 0.1435 | 23.18 | |
| 0.0804 | 0.36 | |
| 0.8061 | 0.35 | |
| 0.1031 | 0.04 |
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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