iShares Select U.S. REIT ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.06% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 14.89 | |
| 0.1042 | 38.66 | |
| 0.8789 | 304.02 | |
| 0.3393 | 20.80 |
Estimation Period:
Feb 2, 2001 to Feb 6, 2026
Feb 2, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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