iShares Select U.S. REIT ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:15.00% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 14.93 | |
| 0.1042 | 38.72 | |
| 0.8790 | 304.24 | |
| 0.3387 | 20.82 |
Estimation Period:
Feb 2, 2001 to Feb 13, 2026
Feb 2, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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