iShares US Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.96% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 21.19 | |
| 0.0538 | 16.23 | |
| 0.8835 | 334.28 | |
| 0.0967 | 13.50 |
Estimation Period:
Jun 16, 2000 to Feb 20, 2026
Jun 16, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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