iShares Select U.S. REIT ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.57%
increased by 0.76%
1 Week
18.71%
increased by 0.90%
1 Month
19.24%
increased by 1.43%
Analysis last updated: Tuesday, June 9, 2026 at 09:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 10.63 | |
| 0.1941 | 43.19 | |
| 0.9838 | 1,217.61 | |
| -0.0620 | -16.81 |
Estimation Period:
Feb 2, 2001 to Jun 5, 2026
Feb 2, 2001 to Jun 5, 2026
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