V-Lab
iShares Cohen & Steers REIT ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:18.05% (-0.97%)
Analysis last updated: Thursday, April 25, 2024 at 01:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 18.32 | |
| 0.1117 | 38.54 | |
| 0.8782 | 295.70 |
Estimation Period:
Feb 2, 2001 to Apr 19, 2024
Feb 2, 2001 to Apr 19, 2024
News Impact Curve
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