iShares US Real Estate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.42% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6774 | 5.18 | |
| 0.1196 | 8.85 | |
| 0.8512 | 55.83 | |
| 0.0678 | 2.43 | |
| -0.1359 | -3.27 | |
| 0.0956 | 3.72 | |
| -0.0012 | -0.05 | |
| -0.0828 | -2.43 |
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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