V-Lab
iShares US Real Estate ETF APARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:18.95% (-0.30%)
Analysis last updated: Thursday, May 2, 2024 at 10:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 23.59 | |
| 0.1085 | 35.24 | |
| 0.8888 | 320.30 | |
| 0.3197 | 19.64 | |
| 1.4736 | 29.59 |
Estimation Period:
Jun 16, 2000 to Apr 26, 2024
Jun 16, 2000 to Apr 26, 2024
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