V-Lab
V-Lab
iShares Select U.S. REIT ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:20.05% (+2.39%)
Analysis last updated: Wednesday, July 30, 2025 at 09:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Select U.S. REIT ETF MF2-GARCH
paramt-stat
m41
α0.046313.76
β0.8213118.17
γ0.132122.26
λ10.01305.67
λ20.05044.62
λ30.942175.34
Estimation Period:
Feb 2, 2001 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts