iShares Select U.S. REIT ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
16.48%
increased by 0.72%
1 Week
16.66%
increased by 0.90%
1 Month
17.32%
increased by 1.56%
Analysis last updated: Friday, May 1, 2026 at 02:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 21.27 | |
| 0.0552 | 16.65 | |
| 0.8872 | 336.69 | |
| 0.0864 | 12.72 |
Estimation Period:
Feb 2, 2001 to Apr 24, 2026
Feb 2, 2001 to Apr 24, 2026
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