iShares Select U.S. REIT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.20% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5637 | 6.69 | |
| 0.1113 | 9.68 | |
| 0.8712 | 69.92 | |
| -0.0102 | -2.55 | |
| 0.0194 | 2.63 |
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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