iShares Select U.S. REIT ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
15.66%
increased by 2.04%
1 Week
15.82%
increased by 2.20%
1 Month
16.41%
increased by 2.79%
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 | |
|---|---|---|
| 1.7055 | 9.61 | |
| 0.0964 | 33.30 | |
| 0.9857 | 634.70 | |
| 9.1600 | 5.45 |
Estimation Period:
Feb 2, 2001 to May 15, 2026
Feb 2, 2001 to May 15, 2026
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