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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0278	21.25***
α ARCH Response to squared shocks	0.0542	16.55***
β GARCH Volatility persistence	0.8879	339.40***
γ leverage Additional response to negative shocks	0.0866	12.84***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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