V-Lab
iShares Cohen & Steers REIT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:17.28% (+0.20%)
Analysis last updated: Tuesday, November 5, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7237 | 6.33 | |
| 0.1101 | 9.82 | |
| 0.8779 | 74.67 | |
| -0.0005 | -1.40 |
Estimation Period:
Feb 2, 2001 to Nov 1, 2024
Feb 2, 2001 to Nov 1, 2024
News Impact Curve
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