iShares Select U.S. REIT ETF AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
17.41%
increased by 3.20%
1 Week
17.61%
increased by 3.40%
1 Month
18.31%
increased by 4.10%
Analysis last updated: Friday, May 15, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 14.84 | |
| 0.1032 | 38.76 | |
| 0.8797 | 306.74 | |
| 0.3430 | 21.03 |
Estimation Period:
Feb 2, 2001 to May 15, 2026
Feb 2, 2001 to May 15, 2026
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