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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0277	21.21***
α ARCH Response to squared shocks	0.0539	16.51***
β GARCH Volatility persistence	0.8882	340.19***
γ leverage Additional response to negative shocks	0.0865	12.87***

V-Lab

iShares Select U.S. REIT ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Select U.S. REIT ETF Analyses