iShares US Real Estate ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.70%
increased by 1.10%
1 Week
18.80%
increased by 1.20%
1 Month
19.18%
increased by 1.58%
Analysis last updated: Tuesday, June 9, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 8.64 | |
| 0.1967 | 42.28 | |
| 0.9822 | 1,134.22 | |
| -0.0694 | -18.16 |
Estimation Period:
Jun 16, 2000 to Jun 5, 2026
Jun 16, 2000 to Jun 5, 2026
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