V-Lab
iShares US Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:17.71% (-0.92%)
Analysis last updated: Friday, April 26, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6425 | 4.76 | |
| 0.1221 | 8.65 | |
| 0.8542 | 55.35 | |
| 0.0304 | 1.53 | |
| -0.0812 | -2.72 | |
| 0.0980 | 4.64 | |
| -0.0662 | -4.56 |
Estimation Period:
Jun 16, 2000 to Apr 26, 2024
Jun 16, 2000 to Apr 26, 2024
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