iShares US Real Estate ETF GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
13.83%
decreased by 0.63%
1 Week
14.08%
decreased by 0.38%
1 Month
14.97%
increased by 0.51%
Analysis last updated: Wednesday, April 15, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 21.20 | |
| 0.0531 | 16.10 | |
| 0.8837 | 335.11 | |
| 0.0975 | 13.68 |
Estimation Period:
Jun 16, 2000 to Apr 10, 2026
Jun 16, 2000 to Apr 10, 2026
Other iShares US Real Estate ETF Analyses
Other GJR-GARCH Analyses on ETFs