iShares US Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.43% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6970 | 5.03 | |
| 0.1191 | 8.98 | |
| 0.8544 | 57.31 | |
| 0.0695 | 2.42 | |
| -0.1398 | -3.26 | |
| 0.1040 | 3.98 | |
| -0.0246 | -1.22 | |
| -0.0212 | -1.45 |
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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