iShares Select U.S. REIT ETF GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 25th, 2026
1 Day
18.58%
decreased by 0.77%
1 Week
18.69%
decreased by 0.66%
1 Month
19.07%
decreased by 0.28%
Analysis last updated: Wednesday, June 24, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 21.26 | |
| 0.0545 | 16.59 | |
| 0.8874 | 338.20 | |
| 0.0870 | 12.87 |
Estimation Period:
Feb 2, 2001 to Jun 18, 2026
Feb 2, 2001 to Jun 18, 2026
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