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	param	t-stat
$m$	41
$α$	0.0472	14.23
$β$	0.8226	116.80
$γ$	0.1255	21.71
$λ_{1}$	0.0128	5.66
$λ_{2}$	0.0492	4.63
$λ_{3}$	0.9432	77.11

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