S&P Global REIT Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.11% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4013 | 6.85 | |
| 0.1046 | 5.70 | |
| 0.8611 | 40.85 | |
| 0.0886 | 2.34 | |
| -0.1191 | -1.91 | |
| 0.0975 | 1.95 | |
| -0.2199 | -3.86 |
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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