iShares Select U.S. REIT ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.78%
decreased by 0.90%
1 Week
14.98%
decreased by 0.70%
1 Month
15.69%
increased by 0.01%
Analysis last updated: Friday, May 22, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7027 | 9.63 | |
| 0.0964 | 33.31 | |
| 0.9857 | 635.52 | |
| 9.1704 | 5.44 |
Estimation Period:
Feb 2, 2001 to May 22, 2026
Feb 2, 2001 to May 22, 2026
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