iShares Select U.S. REIT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:13.58% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 21.21 | |
| 0.0559 | 16.78 | |
| 0.8865 | 334.28 | |
| 0.0863 | 12.62 |
Estimation Period:
Feb 2, 2001 to Mar 13, 2026
Feb 2, 2001 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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