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V-Lab

S&P Global REIT Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.11% (-0.57%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Global REIT Index SGARCH
paramt-stat
ω1.40136.85
α0.10465.70
β0.861140.85
γ10.08862.34
γ2-0.1191-1.91
γ30.09751.95
γ4-0.2199-3.86
Estimation Period:
Feb 19, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts