iShares Select U.S. REIT ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
16.24%
increased by 2.65%
1 Week
16.44%
increased by 2.85%
1 Month
17.12%
increased by 3.53%
Analysis last updated: Friday, May 15, 2026 at 09:31 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 | |
| 0.0548 | 16.61 | |
| 0.8874 | 337.14 | |
| 0.0867 | 12.80 |
Estimation Period:
Feb 2, 2001 to May 15, 2026
Feb 2, 2001 to May 15, 2026
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