iShares Select U.S. REIT ETF Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
16.12%
increased by 1.82%
1 Week
16.47%
increased by 2.17%
1 Month
17.66%
increased by 3.36%
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 | |
|---|---|---|
| 0.7150 | 7.06 | |
| 0.1086 | 9.87 | |
| 0.8774 | 75.76 | |
| 0.0003 | 0.23 |
Estimation Period:
Feb 2, 2001 to May 15, 2026
Feb 2, 2001 to May 15, 2026
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