V-Lab
V-Lab
iShares Cohen & Steers REIT ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:18.92% (-0.48%)

Analysis last updated: Friday, May 3, 2024 at 01:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Cohen & Steers REIT ETF MF2-GARCH
paramt-stat
m41
α0.048914.63
β0.8235113.13
γ0.129121.31
λ10.01405.48
λ20.05594.33
λ30.936463.98
Estimation Period:
Feb 2, 2001 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts