V-Lab
iShares Cohen & Steers REIT ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.05% (-1.23%)
Analysis last updated: Thursday, May 2, 2024 at 01:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 22.84 | |
| 0.1077 | 36.36 | |
| 0.8923 | 328.29 | |
| 0.2999 | 19.36 | |
| 1.4146 | 28.80 |
Estimation Period:
Feb 2, 2001 to Apr 26, 2024
Feb 2, 2001 to Apr 26, 2024
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