iShares Select U.S. REIT ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:12.76% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7108 | 9.61 | |
| 0.0975 | 33.23 | |
| 0.9857 | 637.17 | |
| 9.2233 | 5.43 |
Estimation Period:
Feb 2, 2001 to Mar 13, 2026
Feb 2, 2001 to Mar 13, 2026
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