iShares Select U.S. REIT ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.82% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7252 | 9.56 | |
| 0.0974 | 33.20 | |
| 0.9858 | 640.57 | |
| 9.2204 | 5.43 |
Estimation Period:
Feb 2, 2001 to Feb 20, 2026
Feb 2, 2001 to Feb 20, 2026
Other iShares Select U.S. REIT ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs