iShares US Real Estate ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.28%
decreased by 0.48%
1 Week
16.43%
decreased by 0.33%
1 Month
16.97%
increased by 0.21%
Analysis last updated: Friday, June 12, 2026 at 11:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 21.17 | |
| 0.0525 | 16.04 | |
| 0.8841 | 337.07 | |
| 0.0978 | 13.81 |
Estimation Period:
Jun 16, 2000 to Jun 12, 2026
Jun 16, 2000 to Jun 12, 2026
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