V-Lab
iShares US Real Estate ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:19.03% (-0.05%)
Analysis last updated: Tuesday, November 5, 2024 at 11:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 8.77 | |
| 0.2028 | 41.84 | |
| 0.9825 | 1122.85 | |
| -0.0690 | -17.33 |
Estimation Period:
Jun 16, 2000 to Nov 1, 2024
Jun 16, 2000 to Nov 1, 2024
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