iShares International Developed Real Estate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.98% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3020 | 7.27 | |
| 0.0875 | 46.03 | |
| 0.9967 | 2,200.22 | |
| 8.7145 | 6.16 |
Estimation Period:
Dec 27, 2007 to Feb 13, 2026
Dec 27, 2007 to Feb 13, 2026
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