iShares US Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.72% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 21.20 | |
| 0.0538 | 16.20 | |
| 0.8834 | 333.73 | |
| 0.0969 | 13.51 |
Estimation Period:
Jun 16, 2000 to Feb 6, 2026
Jun 16, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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