iShares International Developed Real Estate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.07% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6786 | 5.87 | |
| 0.1054 | 6.06 | |
| 0.8644 | 51.43 | |
| -0.0132 | -0.80 | |
| 0.0611 | 2.40 | |
| -0.0920 | -3.76 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares International Developed Real Estate ETF Analyses
Other Spline-GARCH Analyses on ETFs