iShares Select U.S. REIT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.92%
decreased by 0.69%
1 Week
15.23%
decreased by 0.38%
1 Month
16.34%
increased by 0.73%
Analysis last updated: Friday, May 22, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6937 | 7.07 | |
| 0.1083 | 9.94 | |
| 0.8777 | 76.15 | |
| -0.0005 | -1.66 |
Estimation Period:
Feb 2, 2001 to May 22, 2026
Feb 2, 2001 to May 22, 2026
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