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	param	t-stat
$m$	41
$α$	0.0468	14.15
$β$	0.8228	117.35
$γ$	0.1259	21.82
$λ_{1}$	0.0129	5.66
$λ_{2}$	0.0491	4.63
$λ_{3}$	0.9432	77.22

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