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S&P Global REIT Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.24% (-0.52%)
Analysis last updated: Friday, February 13, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Global REIT Index S0GARCH
paramt-stat
ω1.23736.66
α0.10245.88
β0.874546.98
γ10.02282.78
γ2-0.0296-2.83
Estimation Period:
Feb 19, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts