iShares Select U.S. REIT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.17% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6985 | 6.92 | |
| 0.1092 | 9.94 | |
| 0.8771 | 75.76 | |
| -0.0005 | -1.65 |
Estimation Period:
Feb 2, 2001 to Feb 20, 2026
Feb 2, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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