V-Lab
iShares Cohen & Steers REIT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:19.60% (-0.59%)
Analysis last updated: Friday, April 26, 2024 at 01:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4775 | 6.37 | |
| 0.1164 | 9.26 | |
| 0.8640 | 63.18 | |
| -0.0183 | -3.81 | |
| 0.0353 | 3.98 |
Estimation Period:
Feb 2, 2001 to Apr 19, 2024
Feb 2, 2001 to Apr 19, 2024
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