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	param	t-stat
$m$	41
$α$	0.0471	14.22
$β$	0.8229	117.20
$γ$	0.1254	21.75
$λ_{1}$	0.0128	5.68
$λ_{2}$	0.0489	4.65
$λ_{3}$	0.9435	77.85

V-Lab

iShares Select U.S. REIT ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Select U.S. REIT ETF Analyses