V-Lab
iShares US Real Estate ETF GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:17.87% (-0.78%)
Analysis last updated: Thursday, April 25, 2024 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 17.80 | |
| 0.1185 | 39.03 | |
| 0.8714 | 280.39 |
Estimation Period:
Jun 16, 2000 to Apr 19, 2024
Jun 16, 2000 to Apr 19, 2024
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