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	param	t-stat
$m$	41
$α$	0.0476	14.33
$β$	0.8223	116.35
$γ$	0.1251	21.62
$λ_{1}$	0.0130	5.64
$λ_{2}$	0.0495	4.61
$λ_{3}$	0.9428	76.29

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