iShares Select U.S. REIT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
15.78%
increased by 1.86%
1 Week
16.06%
increased by 2.14%
1 Month
17.03%
increased by 3.11%
Analysis last updated: Friday, May 15, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6935 | 7.06 | |
| 0.1084 | 9.94 | |
| 0.8776 | 76.11 | |
| -0.0005 | -1.67 |
Estimation Period:
Feb 2, 2001 to May 15, 2026
Feb 2, 2001 to May 15, 2026
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