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V-Lab
V-Lab
iShares US Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.53% (-0.53%)
Analysis last updated: Saturday, December 6, 2025 at 12:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares US Real Estate ETF GJR-GARCH
paramt-stat
ω0.025321.09
α0.053316.06
β0.8830332.83
γ0.098813.73
Estimation Period:
Jun 16, 2000 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts