iShares Select U.S. REIT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.88% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5627 | 6.68 | |
| 0.1116 | 9.68 | |
| 0.8710 | 69.71 | |
| -0.0103 | -2.57 | |
| 0.0196 | 2.65 |
Estimation Period:
Feb 2, 2001 to Feb 6, 2026
Feb 2, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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