V-Lab
iShares US Real Estate ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:22.86% (-1.46%)
Analysis last updated: Friday, April 19, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 10.54 | |
| 0.1084 | 37.96 | |
| 0.8761 | 291.35 | |
| 0.3658 | 20.69 |
Estimation Period:
Jun 16, 2000 to Apr 19, 2024
Jun 16, 2000 to Apr 19, 2024
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