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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6918	7.15***
α ARCH Response to squared shocks	0.1074	9.94***
β GARCH Volatility persistence	0.8785	76.75***

V-Lab

iShares Select U.S. REIT ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Select U.S. REIT ETF Analyses