iShares Select U.S. REIT ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:13.97% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0483 | 14.57 | |
| 0.8222 | 116.74 | |
| 0.1250 | 21.60 | |
| 0.0125 | 5.74 | |
| 0.0487 | 4.69 | |
| 0.9438 | 78.94 |
Estimation Period:
Feb 2, 2001 to Mar 13, 2026
Feb 2, 2001 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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