iShares Select U.S. REIT ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.80% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0474 | 14.22 | |
| 0.8219 | 116.70 | |
| 0.1267 | 21.68 | |
| 0.0128 | 5.68 | |
| 0.0493 | 4.64 | |
| 0.9431 | 77.10 |
Estimation Period:
Feb 2, 2001 to Feb 6, 2026
Feb 2, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Select U.S. REIT ETF Analyses
Other MF2-GARCH Analyses on ETFs