V-Lab
iShares Cohen & Steers REIT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:23.71% (-1.34%)
Analysis last updated: Friday, April 19, 2024 at 01:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 20.25 | |
| 0.0584 | 16.91 | |
| 0.8841 | 321.72 | |
| 0.0910 | 12.92 |
Estimation Period:
Feb 2, 2001 to Apr 12, 2024
Feb 2, 2001 to Apr 12, 2024
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