S&P Global REIT Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.24% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2373 | 6.66 | |
| 0.1024 | 5.88 | |
| 0.8745 | 46.98 | |
| 0.0228 | 2.78 | |
| -0.0296 | -2.83 |
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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