V-Lab
V-Lab
iShares Select U.S. REIT ETF Asy. MEM Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:13.29% (-0.87%)
Analysis last updated: Thursday, July 17, 2025 at 09:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Select U.S. REIT ETF AMEM
paramt-stat
ω0.032726.42
α0.168135.45
β0.7786236.09
γ0.078110.37
Estimation Period:
Feb 2, 2001 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts