V-Lab
iShares Cohen & Steers REIT ETF APARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:23.43% (-1.63%)
Analysis last updated: Friday, April 19, 2024 at 01:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 22.88 | |
| 0.1077 | 36.32 | |
| 0.8923 | 328.66 | |
| 0.3029 | 19.47 | |
| 1.4178 | 28.91 |
Estimation Period:
Feb 2, 2001 to Apr 12, 2024
Feb 2, 2001 to Apr 12, 2024
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