V-Lab
iShares Select U.S. REIT ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:18.60% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7509 | 9.25 | |
| 0.0983 | 33.21 | |
| 0.9861 | 637.44 | |
| 9.1269 | 5.52 |
Estimation Period:
Feb 2, 2001 to Jul 25, 2025
Feb 2, 2001 to Jul 25, 2025
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