iShares Select U.S. REIT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.67% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 21.21 | |
| 0.0558 | 16.70 | |
| 0.8865 | 333.90 | |
| 0.0868 | 12.68 |
Estimation Period:
Feb 2, 2001 to Feb 6, 2026
Feb 2, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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