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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6917	9.66***
α ARCH Response to squared shocks	0.0956	33.20***
β GARCH Volatility persistence	0.9857	636.32***
ν DF Student-t tail thickness	9.1655	5.42***

V-Lab

iShares Select U.S. REIT ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Select U.S. REIT ETF Analyses