V-Lab
iShares Cohen & Steers REIT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:18.12% (-0.39%)
Analysis last updated: Tuesday, November 5, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 20.51 | |
| 0.0575 | 16.80 | |
| 0.8858 | 329.31 | |
| 0.0880 | 12.68 |
Estimation Period:
Feb 2, 2001 to Nov 1, 2024
Feb 2, 2001 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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