V-Lab
iShares US Real Estate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:15.37% (-1.08%)
Analysis last updated: Friday, April 26, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7271 | 8.29 | |
| 0.1055 | 34.38 | |
| 0.9878 | 646.05 | |
| 10 | 5.27 |
Estimation Period:
Jun 16, 2000 to Apr 26, 2024
Jun 16, 2000 to Apr 26, 2024
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