V-Lab
iShares US Real Estate ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:17.47% (+0.69%)
Analysis last updated: Tuesday, November 5, 2024 at 11:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 18.14 | |
| 0.1161 | 39.19 | |
| 0.8729 | 285.73 |
Estimation Period:
Jun 16, 2000 to Nov 1, 2024
Jun 16, 2000 to Nov 1, 2024
News Impact Curve
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