iShares Select U.S. REIT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.95% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 21.25 | |
| 0.0560 | 16.80 | |
| 0.8865 | 334.40 | |
| 0.0863 | 12.61 |
Estimation Period:
Feb 2, 2001 to Feb 20, 2026
Feb 2, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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