iShares Select U.S. REIT ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.32%
decreased by 0.61%
1 Week
14.60%
decreased by 0.33%
1 Month
15.56%
increased by 0.63%
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 | |
|---|---|---|
| 0.0279 | 21.24 | |
| 0.0547 | 16.60 | |
| 0.8874 | 337.42 | |
| 0.0867 | 12.81 |
Estimation Period:
Feb 2, 2001 to May 22, 2026
Feb 2, 2001 to May 22, 2026
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