iShares US Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.98% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 21.19 | |
| 0.0537 | 16.21 | |
| 0.8835 | 334.01 | |
| 0.0969 | 13.52 |
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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