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

V-Lab

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

Volatility Prediction for Tuesday, July 1st, 2025:18.57% (-1.04%)

Analysis last updated: Monday, June 30, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0463	13.74
$β$	0.8214	118.41
$γ$	0.1326	22.35
$λ_{1}$	0.0129	5.70
$λ_{2}$	0.0497	4.65
$λ_{3}$	0.9429	76.82

Estimation Period:
Feb 2, 2001 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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