V-Lab
iShares Select U.S. REIT ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:14.95% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7630 | 9.29 | |
| 0.0988 | 33.14 | |
| 0.9861 | 640.32 | |
| 9.1869 | 5.47 |
Estimation Period:
Feb 2, 2001 to Jun 27, 2025
Feb 2, 2001 to Jun 27, 2025
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