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V-Lab

S&P Global REIT Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.93% (-0.22%)
Analysis last updated: Thursday, February 12, 2026 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Global REIT Index MF2-GARCH
paramt-stat
m41
α0.00160.38
β0.779281.51
γ0.143523.18
λ10.08040.36
λ20.80610.35
λ30.10310.04
Estimation Period:
Feb 19, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts