iShares International Developed Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.26% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 14.90 | |
| 0.0342 | 9.12 | |
| 0.9140 | 336.04 | |
| 0.0878 | 13.09 |
Estimation Period:
Dec 27, 2007 to Feb 13, 2026
Dec 27, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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