iShares Select U.S. REIT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:12.99% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7003 | 6.95 | |
| 0.1093 | 9.94 | |
| 0.8769 | 75.59 | |
| -0.0005 | -1.59 |
Estimation Period:
Feb 2, 2001 to Mar 13, 2026
Feb 2, 2001 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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