iShares US Real Estate ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.65% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 11.61 | |
| 0.1046 | 38.77 | |
| 0.8781 | 305.43 | |
| 0.3660 | 20.18 |
Estimation Period:
Jun 16, 2000 to Feb 13, 2026
Jun 16, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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